Quantitative PM – Stat-Arb

About

CW Talent Solutions is partnering with a leading global quant trading firm to hire a Statistical Arbitrage Portfolio Manager in New York. This is a high-impact role managing significant capital, running systematic intraday strategies, and working in a world-class, innovation-driven environment.

The Firm

• Global quant platform with multi-asset expertise
• Data-driven, rules-based strategies with advanced infrastructure
• Collaborative, high-performance culture

The Role

• Lead systematic intraday Stat-Arb strategies in US equities & futures
• Research, design, and implement high-frequency portfolios
• Identify new alpha sources, build volatility/risk control frameworks
• Collaborate with global teams and senior leadership

Experience

• 2–7 years in portfolio management, hedge funds, or HFT
• Proven track record in Stat-Arb/systematic trading
• Strong execution and decision-making skills under pressure

On Offer

• Competitive package + top bonus potential
• Sign-on and dedicated support for your strategies
• Direct influence in a firm where quant strategies are a core focus