HWTS Global
Director | Quantitative Recruitment Expert | Connecting Hedge Funds & Prop Trading Firms with High-Calibre Quant Talent | Speed to Market & Quality…
Requirements
Masters, or Ph.D. in Statistics, Mathematics, Operations Research, Economics or a related field
Advanced training in Statistics, Mathematics, Finance/Financial Engineering or a related field
4+ Years within Systematic Equities
Strong mathematical and/or statistical modeling background
Demonstrated empirical skill; comfortable with analysis of large datasets
Intellectual curiosity and passion for solving investment problems through the use of technology and fundamentals
Demonstrated interest in or knowledge of investments, including asset pricing, empirical anomalies and market microstructure
Previous exposure to a quantitative research role with exposure to equity factor models preferred
Experience using statistical packages (e.g. Matlab, R) and experience with programming & scripting languages (e.g. Python, C/C++)
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Masters, or Ph.D. in Statistics, Mathematics, Operations Research, Economics or a related field
Advanced training in Statistics, Mathematics, Finance/Financial Engineering or a related field
4+ Years within Systematic Equities
Strong mathematical and/or statistical modeling background
Demonstrated empirical skill; comfortable with analysis of large datasets
Intellectual curiosity and passion for solving investment problems through the use of technology and fundamentals
Demonstrated interest in or knowledge of investments, including asset pricing, empirical anomalies and market microstructure
Previous exposure to a quantitative research role with exposure to equity factor models preferred
Experience using statistical packages (e.g. Matlab, R) and experience with programming & scripting languages (e.g. Python, C/C++)
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