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:

jvarriale@e-osi.com

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