Statistical Arbitrage – Quant Strategy/Portfolio Management recruitment

Requirements:

• Candidates should have 1-5 years of experience with a Prop Desk, Hedge Fund or Investment Manager.

• Candidates must have advanced degree (MS/PhD) from a top University.

• Candidates must have excellent knowledge of US equities

• Strong programming languages - experience Matlab, R, etc.

This position offers the platform on which you can build a very strong career in quantitative investment management