Rimrock Associates Inc. | New York, New York | Posted: December 18, 2012
JOB DESCRIPTIONExpert C/C++ programming skills and strong Matlab or R/S-plus experience preferred.
• Experience in equity statistical arbitrage or quantitative strategy development preferred. Experience with FX, Fixed Income, or commodities also appreciated.
• Candidate looking to be involved in the alpha generation process from front to back.
Candidate will work directly with a Senior Portfolio Manager.
• Develop new medium and high frequency equity trading signals based on cutting edge financial theory and novel data sources.
• Continue to build out a back-testing and modeling platform.
• Implement and deploy alpha and execution strategies.
• Writing code to monitor data integrity and clean data when necessary.
• Monitoring OMS to ensure that risk limits are being obeyed, execution algos are operating properly, etc.
• MS/PhD in Computer Science, Mathematics, Statistics, Physics or another quantitative discipline.