a quantitative financial management company trading in global financial markets, has openings for researchers and programmers at our Long Island, New York, research campus.
The ideal research candidate will have • a PhD in computer science, mathematics, physics, statistics, or a related discipline • a demonstrated capacity to do first-class scientific research • computer programming skills
The ideal programming candidate will have • strong analytical and programming skills • an in-depth knowledge of software development in a C++ Unix environment Experience in finance is not required.
“Renaissance is . . . the pinnacle of quant investing. No one else is even close.” – Bloomberg Markets article,c November 21, 2016
To apply, send your resume to email@example.com. For more information, visit www.rentec.com/careers.
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