NYC hedge Fund is looking for an experienced Statistical Arbitrage Trader/Quant . This is a Quant/Trader role to manage a Statistical Arbitrage strategy, maintain & enhance it as well as develop new quantitative equity trading strategies.
Applicants must have 2+ years experience in a similar role with a financial institution or Hedge Fund. A graduate degree (PhD/MS) with a significant background in Quantitative Equity Research designing and back testing trading strategies is a must. Attractive compensation package tied to performance.
Register online for Job#09194-EFC at www.analyticrecruiting.com. MS Word attached resume will be requested. Recruiter for this position: Dan Raz, dan@analyticrecruiting.com
