Quant FX Researcher- New York- Prop Trading Firm

A renowned prop trading firm seeks a quantitative FX researcher for its New York desk.

 The team is currently ten and the addition is the first phase of their expansion plans for 2012. Specifically you will be responsible for researching developing and implementing systematic and high frequency quantitative trading strategies. 

This role provides an excellent opportunity to put yourself at the forefront of quantitative investment management within a team that boasts one of the strongest track records over the past two years.

This is a reputable team with very high standards therefore if you have not worked in finance within systematic/high frequency FX research please do not apply as you will not be considered.

Requirements:

At least two years experience in systematic / high frequency FX Research

A quantitative academic background ideally at PhD level

Experience with large data sets.

Programming experience with: C++, Matlab, R, SQL.

Salary and Benefit packages are unrivalled.

Please apply to qfm@selbyjennings.com in word format. Interviews are currently taking place.