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|Equity Arbitrage Trading Research Quant (PhD) – Bo
||Boston MA, USA
||Attractive salary and benefits package
|| Expanding, sophisticated and successful Boston based Hedge Fund is looking to hire a PhD Quant to develop and enhance statistically based trading strategies. Responsibilities will involve data analysis, backtesting and model development for Global Equity Arbitrage Trading. Applicants must have a top school PhD degree with hands-on experience modeling equity market data, e.g.: Mean Reversion, Statistical Arbitrage, Pairs, Market Neutral, Momentum, Sector Rotation, Hi-Frequency and/or similar trading strategies. A minimum of one-year work experience in the financial industry is required. Attractive salary and benefits package includes a base plus bonus and Profit Sharing.
Register online at www.AnalyticRecruiting.com and refer to Jolb#DR315. MS Word attached resume will be requested. Recruiter for this position: Dan Raz, [email protected]
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