Senior Statistical Arbitrage Quantitative Analyst( 3-5 years)

Details

Country: USA
Location: New York-New York City NYC
Total applied: 40

Senior, quant, quantitative analyst, research, quantitative research, statistical arbitrage, trading strategies,statistics, time series, finance, optimisation, machine learning, algorithms, back- testing, C++, Matlab, PhD International Hedge Fund are looking to hire a senior Quantitative Analyst to work on the research, implementation and the continued development of new and existing statistical arbitrage trading strategies. The role will involve the in depth practical application of statistical arbitrage techniques; statistical learning theory, time series, machine learning, optimization, statistics. You will also have the responsibility to implement and back test trading algorithms with Matlab and C++. You must have a PhD in a quantitative field, strong computational background in development using C++/ Java. You must have 3-5 years of quantitative experience in the industry and exceptional analytical skills and great attention to detail. Please send a Word CV to Sara Hunter at quants@ekafinance.com Additional Information Location: NYC Status: Full Time, Employee Career Level: Experienced (Non-Manager) Reference Code: 3308 Job Category: Accounting/Finance/Insurance Salary/Wage: 150,000.00 - 250,000.00 USD /year Relevant Work Experience: 2+ to 5 Years Education Level: Doctorate Contact: Sara Hunter eka finance Apply by Email Phone:+442077910468 View all "eka finance" jobs

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