The ideal candidate will be a person with 1-3 years experience who has a strong technical or academic background in a quantitative field. They will also consider candidates outside of the financial industry if they meet the requirements and want to transition into the financial industry. Ideally candidates will have relevant programming and statistical modeling experience in a research environment in the US. Ideally candidates should have some, but not too extensive exposure to finance. One or two years would be the best.

Requirements include an advanced degree in finance or a quantitative, scientific/engineering discipline. Programming experience with Matlab and Java required. Scientific computing experience with C/C++ is helpful, as is programming experience with Perl, SQL, and VBA. Candidates should have extensive applied empirical research experience using statistical and numerical methods, including preferably Bayesian and time-series forecasting experience. Excellent oral and written communication skills. Experience using NYSE TAQ data, knowledge of market microstructure, and familiarity with the academic finance literature is a plus.

For more information or immediate consideration, please reference Job# JCK692 and submit resume in Word format to: ian@comprehensiverecruiting.com