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Topic: Equity Arbitrage Analysts  (Read 4680 times)

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« on: March 02, 2005, 12:27:51 AM »

A major Hedge Fund in the New York area is looking for several quantitative PhD’s to model and develop strategies for Automated Market Making. As member of a trading unit, responsibilities will involve researching the microstructure of markets and developing automatic pricing and trading capabilities. The work will involve mining intra day data on prices, volatility and liquidity; model and predict short-term market behavior and structure an Automated Market Making system / “black box”. Applicant should have a PhD Degree in a quantitative discipline with 2+ years industry experience developing quantitative Equity strategies for Trading and/or Market Making. Experience modeling tic by tic data highly desirable. Strong computer skills are a must.

Manager Position:
Manager required in this space with solid background in providing profitability for equity arbitrage operation. Compensation 500K plus depending on qualifications.

Please send resume in confidence to:


Jim Varriale
Executive Recruiter
Objective Solutions International
535 Fifth Avenue - Floor 19
New York, NY 10017

No longer recruiting...

Please go to: www.***.com

"For jobs in quantitative analytics and trading,
financial engineering and risk management,
bookmark ***.com."
--THE WALL STREET JOURNAL's CareerJournal.com

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