Quantitative Analyst Statistical Arbitrage Trading
Quantitative Analyst- Statistical Arbitrage Trading- Hedge Fund- New York
A leading Quantitative hedge fund is expanding its New York offices and is looking for a quantitative analyst to join its trading team. The role will require a quantitative background with experience working in an intraday trading environment. Ideally you will have some exposure to research and strategy development but you must have a strong founding in risk modelling. Ideally you will have a background in Statistics/Econometric modelling on a trading desk. This is an excellent opportunity to establish yourself in a leading fund within a very successful trading group.
Responsibilities:
Development of Risk models
Development of quantitative tools for the trading desk
Performance attribution, portfolio construction
Transaction cost analysis
Collaboration with researchers and traders in alpha generation
Requirements:
Highly quantitative skill set, including strong statistical based programming languages- Matlab, SQL, R.
Academic Background based in Computer Science, Artificial intelligence or a similar quantitative field.
Experience in a similar role with a strong track record is Essential.
This role will offer you the opportunity to move into an extremely strong@organization that has a proven record of@success. You should expect to be working in a highly commercial organization therefore should be able to@adapt quickly to the fast paced trading floor environment.
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