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Statistical Arbitrage Trader

Gelber Group, a proprietary trading firm in Chicago is looking for a trader who has experience in researching, refining, and executing statistical arbitrage strategies. We are looking for candidates who have deployed successful stat arb strategies within a variety of asset classes, including but not limited to equities, FX, commodities and related derivatives in the market place.

If you would like to work with experienced traders in a supportive, flexible, and open-minded environment this position could be right for you.

An ideal candidate will have:

  • Minimum of 2 years of work experience as a Trader
  • Proven ability to produce positive alpha using a quantitative statistical arbitrage trading system
  • Proficiency in numerical and statistical analysis concepts
  • Experience with data analysis programming languages (python/pandas a plus)
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