Experienced Portfolio Manager-High Frequency Statistical Arbitrage

My client is a top tier investment bank and is seeking a portfolio manager to join their high frequency automated trading group. The group use have one of the world’s most sophisticated electronic trading platforms and it is used to execute their statistical arbitrage trading strategies across all asset classes. My client is keen to add further strategies to their existing inventory of models. The bank at the top level has strategically decided that with continued expectation of a high volatility environment across all markets, high frequency statistical arbitrage strategies are an area they expect can benefit from these markets and produce significant returns.  My client is interested in portfolio managers with at least six years experience trading their own high frequency strategies at a top tier Hedge Fund or leading Investment bank. You should be able to come to the bank and within a short period of time introduce a number of strategies which should lead to significant PnL with a high sharp ratio. My client is committed to allocating capital of amounts larger than you would expect to receive at most large Hedge Funds. Due to the sophistication of the electronic trading platform,  all asset class and multi asset strategies can be seamlessly implemented, so my client is happy to meet portfolio managers from any asset class. In time you will also be expected to build a team of traders who are producing new strategies and optimizing existing strategies. For a candidate with the appropriate skills and track record this is a wonderful opportunity to join a dynamic team with large backing from the bank's top people. In addition to your six years of experience as a high frequency statistical arbitrage portfolio manager you should have a PhD in a quantitative discipline, a solid background in probability theory, statistics and numerical methods, solid programming skills in VBA, experience with mathematical packages such as Matlab and high quality management and communication skills. Compensation will be highly competitive and you will receive a bonus which will be a function of your books PnL.  Please send your word CV to Tina Kaul at trading@ekafinance.com Additional Information Location: NYC Status: Full Time, Employee Career Level: Experienced (Non-Manager) Reference Code: PM160308 Job Category: Accounting/Finance/Insurance Salary/Wage: Negotiable Depending Upon Experience/ Background Relevant Work Experience: 5+ to 7 Years Education Level: Doctorate Contact: Tina Kaul eka finance Apply by Email Phone:+442077910468 View all "eka finance" jobs