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Global Currency/TAA Strategist/Trader
Well funded, quantitative global arbitrage fund seeks a global currency trader/strategist with a systematic and quantitative approach to the market and confidence that given the right resources he or she can build a profitable trading system in a hedge fund environment. We will work with the ideal candidate to build a superior currency or TAA automated trading system. A strong quantitative background (ideally, with a degree from a top university in computer science or applied math) and programming skills are prerequisites.
We offer excellent compensation as well as a chance to work with a fun, smart, highly motivated team.
Inquiries will be treated with the utmost confidence. Midtown NYC location. Please contact us with your resume and compensation history at tc@marklewisinc.com
US Options Quant/Strategist/Trader
Well funded, quantitative global arbitrage fund seeks an equity derivatives quant to work on the development of systematic options trading strategies. The ideal candidate will work with the partners of the firm to implement a profitable automated trading system in a hedge fund environment. A strong quantitative background (ideally, with a degree from a top university in computer science or applied math), strong programming skills and experience in the equity derivatives market are prerequisites. Experience building systematic trading algorithms will also be highly valued.
We offer excellent compensation as well as a chance to work with a fun, smart, highly motivated team.
Inquiries will be treated with the utmost confidence. Midtown NYC location. Please contact us with your resume and compensation history at tc@marklewisinc.com
Execution Trader for Statistical Arbitrage
Well funded, global equity arbitrage fund seeks an execution trader for statistical arbitrage strategy, to work closely with the senior staff to implement and improve the strategy.
Responsibilities will include, among other things, execution of US, European and/or Japanese equities trades on multiple exchanges and via ECNs. The trader will also have responsibility for certain middle office functions, including trade reconciliation.
The candidate will have strong quantitative skills (in particular statistics) and an economics, mathematics or computer science degree from a top university. The candidate must have strong computer skills, including the ability to program in C++ and/or PERL.
The ideal candidate should have some trading experience in a professional environment, ideally involving the trading of US equities or US equity options with relatively high frequency, however we are willing to train candidates with an appropriate academic and technical background.
We offer excellent compensation as well as a chance to work with a fun, smart, highly motivated team.
Inquiries will be treated with the utmost confidence. Midtown NYC location. Please contact us with your resume and compensation history at tc@marklewisinc.com
Credit Analyst
Well funded, quantitative global equity arbitrage fund seeks a credit analyst for convertible bond trading in the US (and Europe).
The ideal candidate has a strong quantitative background (ideally, with a degree from a top university in computer science, applied math or an allied technical field), has worked closely with a trading desk doing credit analysis and has had both buy-side and sell-side experience.
We will consider applicants for both full-time and part-time/consulting positions.
We offer excellent compensation as well as a chance to work with a fun, smart, highly motivated team.
Inquiries will be treated with the utmost confidence. Midtown NYC location. Please contact us with your resume and compensation history at tc@marklewisinc.com
Futures Traders
Well funded, quantitative global equity arbitrage fund seeks proprietary futures traders. The ideal candidate will have a systematic approach and a track record of consistent trading performance, and will be able to execute this approach on our platform and work with our team of researchers to build a superior trading system.
A strong quantitative background (ideally, with a degree from a top university in computer science or applied math) and programming skills are prerequisites.
We offer excellent compensation as well as a chance to work with a fun, smart, highly motivated team.
Inquiries will be treated with the utmost confidence. Midtown NYC location. Please contact us with your resume and compensation history at tc@marklewisinc.com
Equity Derivatives Traders
Well funded, quantitative global equity arbitrage fund seeks proprietary listed options, convertible bonds, and equity derivatives traders. The ideal candidate will be more than a market maker, with a systematic approach and a track record of consistent trading performance, and will be able to execute this approach on our platform.
A strong quantitative background (ideally, with a degree from a top university in computer science or applied math) is a requirement.
We offer excellent compensation as well as a chance to work with a fun, smart, highly motivated team.
Inquiries will be treated with the utmost confidence. Midtown NYC location. Please contact us with your resume and compensation history at tc@marklewisinc.com
Convertible Bond Trader
Well funded, quantitative global equity arbitrage fund seeks a trader to expand our activities in convertible bonds trading.
The ideal candidate will have a strong quantitative background (ideally, with a degree from a top university in computer science or applied math) and trading experience in the US convertible bond markets.
We offer excellent compensation as well as a chance to work with a fun, smart, highly motivated team.
Inquiries will be treated with the utmost confidence. Midtown NYC location. Please contact us with your resume and compensation history at tc@marklewisinc.com
Senior Quant/Developer for Quantitative Arbitrage
Well funded, global equity arbitrage fund seeks a senior quant/ developer to take a leadership role in certain highly systematic proprietary quantitative arbitrage strategies.
The ideal candidate will have a degree in computer science, statistics, applied math or related field from a top university, strong C/C++ programming skills, and experience working in quantitative arbitrage or systematic trading strategies in equities, options, futures or other liquid instruments.
We provide enormous potential for career growth, excellent compensation and a chance to work closely with an extremely sharp and experienced team.
Inquiries will be treated with the utmost confidence. Midtown NYC location. Please contact us with your resume and compensation history at tc@marklewisinc.com
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