Our Client is a hedgefund located in New York City. The role will involve working within a team environment on the design and development of intraday, daily and weekly rebalance statistical arbitrage strategies. The team fosters a semi-collaborative culture where ideas are shared but where each trader is responsible for their own book.
There are two positions within the group:
- Role a) is suitable for an daily rebalance trader where the portfolio rebalances each minute / hour
- Role b) is suitable for a weekly rebalance trader where the portfolio rebalances on a daily or weekly basis
Skills and Qualifications:
- The ideal candidate will have significant experience developing statistical arbitrage strategies.
- The remit is to trade global equities in developed markets covering mid cap and large cap stocks.
- A strong quantitative skillset with expertise in statistics, probability and machine learning.
- Knowledge of portfolio construction, portfolio optimization and transaction cost models.
- Educated to MS/PhD level in a STEM subject. Ability to code in (R or Matlab) and (Python or C++ or Java or C#)
If you would like to be considered for either of these positions, or wish to discuss the role further then please leave your details below. Your resume will be held in confidence until you connect with a member of our team
