BondsOnline.com: instant access to and extensive coverage of over 3.5 million stocks, bonds, indexes and other securities covering major and emerging markets and exchanges across the globe.
NYC hedge Fund is looking for an experienced Statistical Arbitrage Trader/Quant . This is a Quant/Trader role to manage a Statistical Arbitrage strategy, maintain & enhance it as well as develop new quantitative equity trading strategies.
Applicants must have 2+ years experience in a similar role with a financial institution or Hedge Fund. A graduate degree (PhD/MS) with a significant background in Quantitative Equity Research designing and back testing trading strategies is a must. Attractive compensation package tied to performance.
Register online for Job#09194-EFC at www.analyticrecruiting.com. MS Word attached resume will be requested. Recruiter for this position: Dan Raz, email@analyticrecruiting.com
Keep up with monthly, in-depth coverage of fixed income market strategies, commentary, and insights as seen by our sources. Sign up for the free BondsOnline Advisor now!
Bond Search Research Bonds 
