We seek highly skilled scientists interested in applying advanced mathematical modeling techniques to trading in world financial markets. The research group at Edgestream consists of a small team of Ph.D.s who perform statistical, information theoretic, and algorithmic research as well as engineer the computational infrastructure of a quantitative hedge fund.
We are a fully research-driven company and every member of the research staff has an opportunity to contribute directly to the company's bottom line.
No knowledge of finance is required.
The ideal candidate:
The research group uses Python and Cython on Linux to develop mathematical models for global systematic trading. We use open-source tools as much as possible, with numpy, git, and of course Python all being crucial to our business. We are looking to hire someone who wishes to stay with us for the long haul and to help us grow our business.
Our firm is not your typical Wall Street concern, but instead is a small group of former scientists and engineers with a unique approach to global markets.
Some of the benefits of working at Edgestream:
Please send your resume and cover letter to: firstname.lastname@example.orgNo telecommuting.
Legal disclaimer: In compliance with federal law, all persons hired will be required to verify identity and eligibility to work in the United States and to complete the required employment eligibility verification document form upon hire.