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Equity Statistical Arbitrage Research & Trading (London)

A leading stat arb hedge fund based in London is expanding their Research & Trading team. The role will include research, implementation, and development of new and existing trading strategies. Requirements: Excellent academic background, preferably a Masters degree or above in Math or Science. Strong programming in statistical or econometric packages. Object Oriented programming, Java Preferred. Financial knowledge is preferred but not required; however, a broad understanding of macroeconomics, time series analysis, and portfolio theory is ideal.

Contact: JSmith@smithhanley.com