| C, C++, C#, Python, Java, Scala, S-PLUS/R or Matlab/Developer Highly successful Hedge Fund is looking for PhD entry level Quants to fill multiple positions. With access to some of the most sophisticated technologies and data, they are one of the most respected industry players. The right candidate will be responsible for developing algorithms which track or predict price changes across financial markets. You will need exceptional academics, with a degree from a top university and post graduate study in either at either MSc or Phd level. Strong background knowledge of in time series analysis, statistics, economics, digital signal processing, reinforced learning algorithms, portfolio theory, statistics or applied mathematics will be desirable Whilst experience in, or knowledge of finance theory would be highly useful, it is not essential Programming will be an integral part of your job and you should have experience of at least one and preferably two of C, C++, C#, Python, Java, Scala, S-PLUS/R or Matlab.
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