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High Frequency Cash Arbitrage / Statistical Arbitrage Trading - Multiple roles and location, USA-IL-Chicago
High Frequency Cash Arbitrage / Statistical Arbitrage Trading - Multiple roles and location
Company: Matthew Hoyle Financial Markets  
Location:   USA-IL-Chicago  
Remuneration:   Excellent renumeration  
Position Type:   Permanent  
Employment type:   Full time  
Updated:   20 Nov 2009  
eFC Ref no:   578506  
 
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Several of our clients are urgently seeking traders, quants and developers for their offices globally.

TRADER/ QUANT TRADER ROLES

High Frequency Statistical Arbitrage Traders (Hong Kong, London)

Our clients are looking for people with prior experience trading high frequency cash and have successful trading strategies with proven track record. You should have a strong quantitative background and programming skills with at least 3 years experience in a similar role. A high sharpe ratio is a must.

High Frequency Futures Trader (London, Singapore)

We are seeking experienced futures trader who has a successful automated futures trading strategy. You should have at least 3 years of trading experience. Futures can be in any asset class as long as your strategy is profitable.

Experienced Quant Traders (New York, other)

A high frequency hedge fund based in New York is looking for talented individuals who have graduated from the top Universities globally and have strong work experience in high frequency trading. You will be required to have at least 3 years of experience running successful strategies where you will need to have a sharpe ratio or above 3 and excellent returns.

For candidates based outside of the US where relocation is not an option for them, our client would be willing to consider setting up an office in your place of residence provided that you are a very strong candidate who can bring on board some very interesting and valuable strategies/ideas and can work independently.

QUANT ROLES

Quant Strategists (Sydney, Hong Kong)

We are seeking young individuals with a strong engineering/computer science and quantitative background to join a very succesful high frequency cash arb firm. As a quant strategists, you will be required to develop and work on exisiting trading strategies therefore strong programming skills in C++ is a must. PhD or MSc graduates preferred.

IT ROLES

C++ Developers

We are looking for experienced C++ developers for a high frequency cash arb trading firms to further develop their trading software. This involves client-server work, multithreading, inter-process communication, trading logic, and user interfaces. You should have a strong academic background in Computer Science or related subjects, 3-8 years work experience with solid experience in software development in C++, have worked in a similar role/firm previously.

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Company:
Matthew Hoyle Financial Markets
Website:
www.matthewhoyle.com.hk

All jobs from
Matthew Hoyle Financial Markets

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