The role is with a quantitative hedgefund located in NYC ($12bn AUM) and will involve working with an experienced quantitative trader who applies signal processing techniques to portfolio management with a focus on market neutral medium frequency strategies that are based on stat-arb, co-integration, pairs trading and lead / lag.
We are looking for a candidate with a similar approach to join the PM and work in either a quantitative research or co-portfolio management capacity depending on experience. The ideal candidate will have a PhD focusing on signal processing and experience working in finance, ideally in a hedgefund + experience designing quant market neutral strategies.