Blueshift Asset Management is a quantitative investment management and research company headquartered in Red Bank, NJ. The firm currently manages a fund encompassing a combination of algorithmic and high-frequency trading strategies. Our team comprises several PhD recipients from top universities, working together for 5-10 years. The firm’s culture fosters a collaborative, multi-disciplinary approach focused on finding novel solutions to great challenges. We constantly pursue knowledge within an open, sharing, transparent and empowering environment. Red Bank offers numerous cultural and recreational activities, consistently voted one of the best suburban towns in the U.S., conveniently situated near New York City, Philadelphia, and the Jersey Shore.
Blueshift Asset Management is hiring for the role of Quantitative Strategist. We are interested primarily in highly qualified MS and PhD graduates from programs in Math, Physics, Computer Science, Electrical Engineering, and similar quantitative subjects. Programming experience is required, with the following skills preferred: Unix, C/C++/STL, Python, bash and awk. Prior experience in finance is not necessary.