New York based investment bank is seeking a quantitative analyst for their proprietary equity statistical arbitrage trading group.  Individual will work closely with other senior quantitative traders in the team to develop new model-driven strategies as well as to improve existing ones.  Qualified candidate will have 1+ years of previous experience working with large financial data sets with the goal of developing model-driven trading strategies.  Previous quantitative equity experience is preferred but individuals with alpha research experience in other asset classes such as currencies, commodities, etc. will also be seriously considered.  Qualified candidates will possess a degree in an quantitative discipline from a top university and demonstrate excellent programming skills in C/C++.  Experience with high level statistical or mathematical packages such as SPlus, R, or Matlab are also useful.

To apply: Interested candidates should send a resume to Adrian N. Burt at aburt@smithhanley.com.

Adrian Burt has an executive recruiting practice which is focused entirely on quantitative finance. His expertise lies in the areas of derivatives pricing, model-driven trading, risk management, and quantitative strategy. His clients include leading domestic and international investment banks, hedge funds and institutional asset managers.