Quantitative Research - Stark Investments (Milwaukee, WI or Miami, FL)

COMPANY

Stark Investments and its affiliated group of companies encompass investment management and securities trading activities around the world. Based in Milwaukee, Wisconsin, with additional offices in London, Hong Kong, Singapore, Toronto, Chicago, Boston, Miami, Seattle and San Francisco, Stark Investments currently employs over 300 people. The Firm manages the investment of assets in excess of $10 billion.

Stark Investments comprises multi-strategy funds that tactically invest on a global basis across asset classes which include: equity markets, debt markets, derivatives, commodities, private equity and real estate. These funds use a variety of investment strategies in order to achieve attractive, risk adjusted returns. Among the strategies employed are convertible arbitrage; risk arbitrage; event driven trading; fundamental long/short; fixed income trading; statistical arbitrage; distressed investing; and private placement transactions.

POSITION PURPOSE

Reporting to the Director of Quantitative Research for the firm, the Quantitative Analyst will play an integral role on our Quantitative Research team and will work very closely with the analysts and traders to develop, enhance and maintain sophisticated trading models. Stark Investments has positions open at our headquarters in Milwaukee as well as in two of our regional offices, London and Milwaukee.

RESPONSIBILTIES

• Assist portfolio managers and traders in analyzing, modeling and
  pricing derivatives across all asset classes.
• Work on long term modeling projects to price complex securities.
• Perform statistical back tests of trading and hedging strategies
• Implement derivatives pricing models in C++
  

• Master's degree in a highly quantitative field from a top
  university, PhD preferred.
• Knowledge of stochastic processes, probability theory, numerical
  methods and statistics.
• Strong programming skills.(C++/Matlab/SAS)
• Knowledge of fixed income, credit and equity derivatives a plus.
• Experience in a similar position and investment industry
  experience is preferred, but will consider strong candidates with
  no experience.
• Experience working with MS Excel preferred.
• Commercially minded with excellent communication skills.
  

For more information about the position or institution/company: http://www.starkinvestments.com

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