I believe the "bulge" is in the context of "big swinging dick".
So now you know...
So now you know...


Quote from MYDemaray:
www.moneycareers.com
(sometimes they have hedge fund positions)
If you are in Chicago...call Citadel. They fire ~10% of their work force every year in January. So, they may have some openings.
Post one of those ads for yucks. I'm guessing the skills of a directional trader swinging 2s and 4s in ES is not the same as a hedge fund type of trader.Quote from sy5050@aol.com:
the reason I asked about prop trading firms being an issue, was b/c quite a few job listing for hedge funds in new york specifically state no prop traders need apply. Just wanted to know if anybody encountered any problems in the industry.
<b>Quantitative Analyst</b>
Candidate Profile: As a member of the risk management / quantitative research team in San Francisco the analyst will be expected to add useful insight to the investment decision-making process.
Ongoing Responsibilities: The quantitative analyst will report to a senior analyst and be expected to enhance the stability and flexibility of our current risk system. This system was developed in S and VBA and encompasses our multi-factor risk model, quantitative hedge fund screening tool, and portfolio optimization. The analyst will also be actively involved in developing various quantitative risk management tools for hedge funds which will require a good understanding of statistical theory and empirical finance. The ideal candidate will be able to manage challenging statistical and programming assignments.
Research Responsibilities: The quantitative research team has produced research in areas such as non linear risk modeling and portfolio optimization with stochastic adjustment. The quantitative analyst will assist in the ongoing and future quantitative research effort.
Other Responsibilities: The quantitative analyst will assist the hedge fund manager research team with the evaluation of quantitative-based hedge fund strategies, develop software to facilitate such evaluations, and provide ad-hoc statistical analysis.
Requirements:
-Minimum of two years of financial industry experience with a quantitative academic background
-Solid VB, S-Plus, and Matlab programming skills.
-Experience in developing GUI / database architecture
-Broad but deep quantitative understanding of equity, fixed income and derivative instruments
-Enthusiastic about being a quantitative analyst in the hedge fund industry.
Preferred Education: Masters
Certifications: none required
NOTES: Salary and equity ownership negotiable.