Job Opportunity
Senior Equity Statistical Arbitrage Quantitative Researcher
New York, NY
Hedge Fund is seeking a Senior Equity Statistical Arbitrage Quantitative Researcher. Lead research and development of statistical arbitrage trading signals and strategies. Master’s or PhD in quantitative field (e.g., Mathematics, Statistics, Computer Science, Financial Engineering, etc.). 4+ years of experience in quantitative research, preferably in equity stat arb or other systematic strategies.
Want the Full Job Details?
To access the details for this job (and hundreds like it), you need to upgrade to a premium account.
Already have an account? Log in here!