TradeTech Online: Careers
       
home about us contact us
Career Center Career Center
  Job Seekers Sign in / Register Recruiter's Sign-in
TradeTech Online: Careers
Username
Password
 
  Forget password
New User Register here
Careers Home   |   Find a job   |   Post resume   |   Search by company   |   Contact us
Quant - Strategist - High Frequency - Tokyo, USA-NY-New York City
Quant - Strategist - High Frequency - Tokyo
Company: Integrated Management Resources  
Location:   USA-NY-New York City  
Remuneration:   Open  
Position Type:   Permanent  
Employment type:   Full time  
Updated:   18 Nov 2009  
eFC Ref no:   585011  
 


Top Global Bank is seeking an experienced Quant/Strategist with specific experience in High Frequency Rates (Flow) algo development.

Top Global Bank is seeking an experienced Quant/Strategist with specific experience in High Frequency Rates (Flow) algo development.  Candidate must possess Strong coding skills - real-time VBA/Excel, C++ would be a plus.  Candidates MUST reside in Tokyo.  Please contact Marco for more information regarding this position.

Please refer to JO# MJM4745;  Marco Mularoni;

Integrated Management Resources, Inc.; 

Telephone: 480-460-4422;

Email: marco@integratedmgmt.com 

PLEASE ATTACH PAPERWORK IN WORD FORMAT.

All jobs from
Integrated Management Resources

Email this job
Print this job
Save this job
Contact:
Marco Mularoni
Company:
Integrated Management Resources
Website:
www.integratedmgmt.com
Recruiter Ref:
MJM4745

All jobs from
Integrated Management Resources

Email this job
Print this job
Save this job

TradeTech Online: Careers
 
 

TradeTechOnline members can read company announcements posted by other members, keeping up to date on people's movements and new appointments. Members are invited to contribute relevant announcements.

As a TradeTechOnline members you will have access to on target industry news that helps you stay on the top of the latest developments.

TradeTech Online: Careers
  Home | Conferences | About Us | Contact Us | WBR | Careers Copyright © 2006 WBR, All rights reserved.