Job Description:
Global statistical arbitrage fund is looking for an experienced quantitative portfolio manager to join their team. The role will involve designing and developing novel ideas and products and you will gain significant PnL exposure.

Requirements:

• 4+ years of trading experience either on the buy-side or within a prop trading group at a bank, ideally running high frequency trading strategies for global equities and/or futures and have stable performance.
• Applicants should demonstrate proven expertise developing quant trading models, experience generating PnL and an excellent PhD education.
• Candidates should have extensive applied empirical research experience using statistical and numerical methods, including preferably Bayesian and time-series forecasting experience.