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Job Description
About the Role
Lead quantitative strategy development for our algorithmic trading division managing $8B AUM. Design statistical arbitrage models using ML techniques while overseeing quantitative analyst teams. Develop infrastructure for low-latency trading across global markets to maximize risk-adjusted returns.
Responsibilities
- Develop predictive models for equity derivatives
- Research alpha signals using alternative datasets
- Optimize execution algorithms
- Design backtesting frameworks
- Manage portfolio risk constraints
- Recruit top quantitative talent
- Implement HPC infrastructure with quant developers
Requirements
- PhD in Physics, Math, Statistics
- 10+ years quantitative finance experience
- Proven P&L ownership at hedge fund/prop shop
- Expert Python/C++ programming skills
- Deep knowledge of ML libraries (TensorFlow, sci-kit learn)
- Experience with high-frequency trading systems
- Publications in peer-reviewed journals
- Strong mathematical finance background
Benefits
- 20-30% performance bonus
- Significant P&L-based compensation (% of profits)
- $15k technology stipend annually
- Daily meals prepared by private chef
- Global travel economy plus privileges
- Prime Manhattan office location
- Competitive commission sharing model
- Four weeks vacation + market closure days
About the Company
Arbiter Capital employs quantitative strategies across global markets to generate persistent alpha. Our research-focused environment champions intellectual curiosity and collaborative modeling. Named Hedge Fund of the Year in 2023 for outstanding risk-adjusted returns across market cycles.
Job ID: director-of-quantitative-research-TtAVx
