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This position is with a global macro hedge fund in mid-town, New York City. Our client is looking to hire a quantitative researcher with experience developing futures strategies for a broad range of products including equity index, currency, commodities, interest rates etc. 

Requires:

• Relevant experience developing futures strategies
• Preference for a mid-level candidate – so 2-3 years’ experience would be ideal
• Strong programming skills in C (C++ is not required) and Perl or Python
• A PhD in applied Mathematics or Physics.
• Ability to start soon.