Statistical Arbitrage Portfolio Manager

  • 200,000+Bonus
  • New York, NY, USA
  • Permanent, Full time
  • NJF Search
  • 20 Nov 17 2017-11-20

We are seeking a systematic market neutral portfolio manager for an equity fund in NYC.

We are seeking a senior quantitative researcher or systematic portfolio manager for a market neutral hedge fund in New York. The position will involve a combination of quantitative research, trading and risk management.


  • Alpha research, back testing and simulation, portfolio construction and portfolio optimization. 
  • Trading, managing risk, drawdown control. 
  • Collaboration with colleagues. 

Ideal candidate:

  • 5+ years’ experience managing risk and conducting quantitative alpha research in a market neutral hedge fund or family office. 
  • Expertise in systematic trading, ideally short term stat-arb, mid frequency multifactor long/short or systematic event driven long/short. 
  • Experience managing $100-$500m in GMV.
  • Target Portfolio: Volatility 4-6%, Sharpe 2+, Return: >8-12% on GMV
  • Mathmatical Skills: Probability, Econometrics, Statistics 
  • Research skills: forecasting, prediction, back testing 
  • Portfolio Management skills: portfolio construction, optimization, drawdown control and attribution analysis. 
  • Technical Skills: Solid technical / implementation skills