Top US hedge fund is seeking postdoctoral candidates to join its highly technical Quantitative Analytics Group in New York.

The Quantitative analytics groups apply mathematical techniques and write software to develop and analyze statistical models for computerized financial trading strategies.
Specific responsibilities range from examining trading data in an effort to increase profitability, decrease risk, and reduce transaction costs to conceiving new trading ideas and devising the simulations needed to test them.
Successful quant candidates have traditionally been the top students in their respective math, physics, engineering, and computer science programs; a considerable number have also competed successfully in the United States and International Math Olympiads as well as the Putnam Competition.

The successful candidate may adhere to the following criteria:
-A highly numeric PhD from a top institution, with significant research into advanced Mathematics and programming
-Advanced Mathematical modeling credentials- Stochastic Calculus, PDE's, Black Scholes etc.
-Knowledge and experience of large scale Monte Carlo simulations.
-Advanced programming skills in C++, Java, Matlab, C# etc.
-Experience in a financial institution in a quantitative analytics group would be preferred.

Please apply by mail with CV in Word format.