- About Us -
We are a Manhattan/New York based staffing firm specializing in Financial/Quantitative/Derivatives/Modeling jobs, Information Technology positions, Business Analysts, and other Front Office roles.
We recruit for Hedge Funds, Wall Street Firms/Investment banks, Private Equity Firms, Asset Management Firms, and Software startups in the United States (New York, Connecticut, Pennsylvania, New Jersey, Chicago, and California), UK, and Asia (Tokyo, Hong Kong, and Singapore).
Our quantitative positions include roles at hedge funds and investment banks (traders, quantitative risk analysts, quantitative developer, and quantitative strategist/analyst posts). Applicants should have expertise in a higher level programming language (Java, C/C++, C#/.net, or Visual Basic), statistical packages (S+, R, or Matlab) and a degree in Computer Science, Mathematics, or other engineering discipline. For the quantitative strategies/ modeling roles, a PhD and an understanding of introductory texts such as John Hull's Options, Futures, and Other Derivatives is desirable. Strategies used include mean-reversion, statistical arbitrage, pairs trading, option diffusion, and algorithmic trading; techniques and models include two-factor models, Monte Carlo simulations, Heath-Jarrow-Morton (HJM) models, delta hedging, options valuation models, stochastic calculus, applications for Ito's Lemma, jump diffusion models, Bayesian classifiers, neural networks, managed futures, and capital structure arbitrage. Asset classes include CDOs, CDSs, CLOs, CPDOs, Synthetic CDOs, equity, mezzanine, equity derivatives, fixed income, treasury bonds, treasury notes, eurodollar futures, ETFs, distressed debt, bespoke tranches, MBSs, FX products, and straight equity.
Our proven success is due to our market knowledge, relationships, and prior Wall Street experience of our principals.