Description: Long/Short hedge fund in Chicago is seeking to hire a Quantitative Analyst. Responsibilities include portfolio construction, risk modeling, and portfolio optimization.
Qualifications: 2+ years quantitative portfolio management experience. Strong Matlab and general computer skills required.
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Description: Hedge fund in Midtown is seeking a Senior Quant Developer to develop modeal and analytics for credit and commodity funds.
Qualifications: Programming experience with C++, Java/VBA/Excel. Experience modeling and pricing derivatives and exotics.
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Description: An immediate opening is available within one of the most successful hedge funds in the world. Seeking to hire a Junior Quant developer who will be responsible for building a Proprietary Quantitative Software product to be used in-house by the Quants in their analysis.
Qualifications:1+ year experience. Candidate will be strong in Java, SQL, and ORacle. Excellent written and verbal communication skills are required. Masters in Financial Engineering, Computational Finance, Physics, or Math from top-tier university with GPA of 3.5 or better.
