Statistical Arbitrage Quantitative PM/Trader

  • Base and % of PNL
  • New York, NY, USA
  • Permanent, Full time
  • Bohan Group
  • 22 Mar 19

USD 3 bio hedge fund actively hiring experienced statistical arbitrage portfolio manager to run USD 100 mio+ portfolio.

Our client is a US based hedge fund with office in Hong Kong, Singapore, Tokyo, London, New York and San Francisco. Actively hiring across regions adding mid to low frequency statistical arbitrage portfolio manager to run over USD 100 mio capital across equities, macro, cash and futures. Strong opportunity to work at a solid fund with collaborative environment to ensure optimum performance.

PM must have at least 2 year 10% plus track record on USD 40 mio portfolio and we will hire up through to Managing Director level. Sharpe ratio 1.8+