Statistical Arbitrage Quant/Trader - NYC

  • Company

    Analytic Recruiting Inc.

  • Location

    New York City, NY

  • Compensation

    Competitive Compensation

  • Position Type

    Employee

  • Employment type

    Full time

  • Updated

    30 Jun 2008

  • eFC Ref no

    410164
NYC hedge Fund looking for an Equity Research Quant to maintain & enhance as well as develop new quantitative equity trading strategies in the Statistical arbitrage and High Frequency space. This is a Quantitative Research role with a definite path to a Portfolio Manager/Trader position.
Applicants must have 1-5 years industry experience in a similar function with a sophisticated Prop Desk, Investment Manager or Hedge Fund. A graduate degree (PhD/MS), significant background in Quantitative Equity Research designing and back testing trading/investment strategies and solid computer skills (C++, JAVA) are a must. Attractive compensation package tied to performance.

Register online at AnalyticRecruiting.com and refer to Job#DR441-16471-EFC. MS Word attached resume will be requested. Recruiter for this position: Dan Raz, dan@analyticrecruiting.com

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