Quantimental Analyst - Merger Arbitrage
Financial Services - Front Office
New York, New York
As part of the Merger Arbitrage Portfolio team, the ideal hire will have a "Quantimental Analyst" background with experience from a top Merger Arbitrage or Equity Long-Short Fundamental Hedge Fund. The ideal hire will have proven experience & expertise working with large datasets and translating findings into actionable trade ideas & investment thesis. The preferred candidate will have experience from a recognized Fundamental Hedge Fund with strong quantitative underpinnings. This hire will join a portfolio team who discretionarily trades Merger Arbitrage and is located in NYC.
- 3 - 5 Years experience at a noted Hedge Fund trading Merger or Risk Arbitrage
- Bachelor's degree from top university with advanced degrees (MFE, PhD, MSc) preferred
- Legal background a plus but not required
- Strong attention to detail
- Proven experience working w large data sets
- Expertise in Python & SQL
Disclosure: The hourly rates and/or salaries listed may or may not reflect total compensation packages including bonus and fringe benefits, etc., nor are the advertisement(s) posted a guarantee of a certain compensation package for a position or bona fide offer of employment. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, or protected veteran status and will not be discriminated against on the basis of disability.