Head of Statistical Arbitrage trading – NYC Hedge Fund.

This is a unique and rare opportunity for a successful statistical arbitrage trader to lead the development of a newly formed systematic trading fund. The group is aggressively expanding and is looking for someone to spearhead the development and growth of the stat arb element within it. They presently have a small team that have been cherry picked from some of the best quant trading teams in the world. This is an opportunity to work with some well known figures and grow with a world class team, which will operate across a multitude of frequencies and asset classes. This would be a perfect position for someone who is frustrated by the progression within their present firm, and feels they have the ability to take it to the next level. The candidate will boast a wealth of experience in equity/arbitrage quantitative trading, and posses an excellent live trading record. 5 years experience necessary. High frequency strategies are preferred, though of foremost importance is illustrating a portfolio that can trade with a high Sharpe Ratio, low drawdowns and reasonably low volatility. Some experience of managing and growing a team would be hugely beneficial to your application. In return you can expect a % payout and the opportunity to invest in your own strategies. All correspondence will be treated with the uttermost confidentiality.