Statistical Arbitrage Quantitative Traders

Hedge Fund, equity, statistical arbitrage, quants, strategists, traders, back testing, high frequency, sharp ratio, quant finance, PhD, finance, statistics, Maths, C++, programmingGlobal Hedge Fund is looking to hire proven Equity Statistical Arbitrage Strategists/ Traders and is looking to continue its expansion in several key locations including London and Chicago .The successful candidates will join a group where they will be able to further develop their existing strategies with the most advanced technological resources available. You will have your own IT subgroup to assist in the infrastructure development and maintenance as well as junior quantitative analysts to assist in back testing strategies. Must have at least three years of quantitative work experience preferably within the area of high frequency trading and/or statistical arbitrage. The ideal candidate will have a proven/profitable trading strategy. You must be an experienced individual with a background in Equity statistical arbitrage trading currently working for a hedge fund or working within an investment bank.  Ideally you should have an advanced degree in finance, statistics, applied maths, computer science  or related field from a top university, strong C/C++ programming skills. Please send a Word CV to Tina Kaul at quants@ekafinance.com Additional Information Location: US-NY-NYC Status: Full Time, Employee Career Level: Experienced (Non-Manager) Reference Code: QT290308 Job Category: Accounting/Finance Salary/Wage: Salary Negotiable Depending on Experience Relevant Work Experience: 2+ to 5 Years Education Level: Doctorate Contact: Tina Kaul eka finance Apply by Email Phone:+442077910468 View all "eka finance" jobs