eFinancialCareers

• Company

  Mark Lewis, Inc.

• Location

  USA-NY-New York City

• Remuneration

  Excellent

• Position Type

  Employee

• Employment type

  Full time

• Updated

  19 Nov 2008

• eFC Ref no

  117802

• Quantitative Japanese Equities Quantitative Currency Models.
• Quantitative Capital Structure Capital Structure Arbitrage or Correlation Trading or anything quantitatively driven credit.

We have offices in NYC and Stamford, CT We are looking for people with two year track records of $30mm/year or more in revenue 100% discretion is assured.

*For the Quant Analysts and Program Traders*

Our clients in NYC and CT are a variety of Hedge Funds large and small, known and unknown, coupled with some of the finest Investment Banks / Money Managers are all seeking the same thing!

• Quant Analysts and Portfolio Managers / Quantitative Traders / Program Traders!!

• These positions are for those with PhD's from the top schools in the land. You will have 1+ year of work experience through 10+ years experience.

• We are seeking those with strategies that are looking for a new home to implement and profit from their years of hard work.

• We are particularly interested in the following: Extensive Agency / Principal Trading experience.

• Must have experience with automated execution algorithms such as vwap etc

• Convertible Bond Arbitrage Equities (Japanese is a plus!) Credit Derivatives Interest Rate Index Volatility Statistical Arbitrage High Frequency Trading

Primary Responsibilities

• Program Trader Quantitative Analyst Portfolio Manager Trading Strategist Systematic Trading Job Qualifications
• 5+ Years Experience PhD Level from Ivy League Hedge Fund / Investment Banking experience NYC CT Chicago Locations 10MM Revenue generation