What are the responsibilities and job description for the Quantitative PM – Stat-Arb (New York) position at CW Talent Solutions?
Quantitative PM – Stat-Arb (New York)
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
📧 sean@cwtalentsolutions.com | gavin.mulhern@cwtalentsolutions.com
📞 44 3300 522 127
