Quant Strategist Index Product Experience -- New York City

A Quantitative Strategist is currently being hired into the Index Products group at a top investment bank in New York City.

You will be working in a research oriented environment creating models that will be used to develop indices that will be used to develop tradable products across multiple asset classes. Your responsibilities will include quant research on index products/algorithms, interaction with traders, sales and structurers writing documentation and back testing strategies. You will take investment strategies, create indices around them and work on building the idea with the development team. You will also be communicating with the front office so strong communication skills are a must. The ideal candidate will have 2-3 years experience working with indices and a strong statistical background.

Requirements:

- 2-3 years experience with index strategy structuring/quant strategy work
- MFE, MBA, or PhD in Finance, Statistics, Operational Research or Economics
- Strong background in Statistics including S-Plus, MATLAB, R etc
- Exceptional Communication skills
- Experience in Asset Allocation (GTAA) would be a bonus

This is a new business area for the firm and you will have an opportunity to be a part of their growth in NY.

If you are interested in applying for a quant research role please send your resume to Alison Carey at Huxley Associates.
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