... Arbitrage or HFT strategies Experience originating alpha/strategy development in an unprecedented environment or scale
... Arbitrage or HFT strategies Experience originating alpha/strategy development in an unprecedented environment or scale
Data Research Developer
Manhattan, NY · On-site
They are looking for a data engineer to join theirquantitative development team who will be a close partner to Equities Statistical Arbitrage trading team. This role can be based in New York, NY or ...
Data Research Developer
Manhattan, NY · On-site
They are looking for a data engineer to join theirquantitative development team who will be a close partner to Equities Statistical Arbitrage trading team. This role can be based in New York, NY or ...
Prior experience managing or implementing Equities and/or Futures Statistical Arbitrage or HFT * Experience originating alpha/strategy development in an unprecedented environment or scale
Prior experience managing or implementing Equities and/or Futures Statistical Arbitrage or HFT * Experience originating alpha/strategy development in an unprecedented environment or scale
Prior experience managing or implementing Equities and/or Futures Statistical Arbitrage or HFT * Experience originating alpha/strategy development in an unprecedented environment or scale
Prior experience managing or implementing Equities and/or Futures Statistical Arbitrage or HFT * Experience originating alpha/strategy development in an unprecedented environment or scale
Storage and Terminal Optimization Director
Parsippany, NJ · Hybrid
$149K/yr
... and arbitrage value. * Lead third-party terminal strategy, including contract structuring ... All resumes submitted by search firms to any employee of PBF Energy via email, the Internet or in ...
Storage and Terminal Optimization Director
Parsippany, NJ · Hybrid
$149K/yr
... and arbitrage value. * Lead third-party terminal strategy, including contract structuring ... All resumes submitted by search firms to any employee of PBF Energy via email, the Internet or in ...
Storage and Terminal Optimization Director
Parsippany, NJ · On-site
$149K/yr
... and arbitrage value. * Lead third-party terminal strategy, including contract structuring ... All resumes submitted by search firms to any employee of PBF Energy via email, the Internet or in ...
Storage and Terminal Optimization Director
Parsippany, NJ · On-site
$149K/yr
... and arbitrage value. * Lead third-party terminal strategy, including contract structuring ... All resumes submitted by search firms to any employee of PBF Energy via email, the Internet or in ...
Arbitrage Search information
See salary details
$32.5K - $39.6K
4% of jobs
$39.6K - $46.7K
4% of jobs
$46.7K - $53.8K
13% of jobs
$53.8K - $60.9K
2% of jobs
$62.1K is the 25th percentile. Wages below this are outliers.
$60.9K - $68K
11% of jobs
The median wage is $74.4K / yr.
$68K - $75K
18% of jobs
$75K - $82.1K
15% of jobs
$82.1K - $89.2K
8% of jobs
$89.3K is the 75th percentile. Wages above this are outliers.
$89.2K - $96.3K
16% of jobs
$96.3K - $103.4K
6% of jobs
$103.4K - $110.5K
3% of jobs
$32.5K
$75.5K
$110.5K
How much do arbitrage search jobs pay per year?
As of Jun 9, 2026, the average yearly pay for arbitrage search in the United States is $75,500.00, according to ZipRecruiter salary data. Most workers in this role earn between $63,500.00 and $91,500.00 per year, depending on experience, location, and employer.
What is an Arbitrage Search job?
An Arbitrage Search job involves identifying price differences for the same asset, service, or product across different markets or platforms to generate a profit. This can occur in financial markets, e-commerce, or digital advertising. Professionals in this role use data analysis, automation tools, and market insights to execute profitable trades or transactions. The goal is to leverage inefficiencies before they are corrected by the market.
What are some common challenges faced in an Arbitrage Search role?
Professionals in Arbitrage Search often face the challenge of quickly detecting and capitalizing on fleeting pricing discrepancies across markets, which requires both speed and precision. The pressure to make timely, accurate decisions in a competitive and rapidly changing environment can be significant. Additionally, changes in regulations, technology updates, and evolving market conditions demand that arbitrage specialists stay continuously informed and adaptive. Successful candidates can expect to collaborate closely with trading teams, analysts, and technologists to overcome these challenges and optimize trading strategies.
What are the key skills and qualifications needed to thrive in the Arbitrage Search position, and why are they important?
To excel in Arbitrage Search, candidates need strong analytical abilities, financial acumen, and expertise in identifying market inefficiencies, often backed by a degree in finance, economics, or a related field. Familiarity with financial modeling software, databases, and advanced Excel skills, as well as knowledge of trading platforms and market analysis tools, is typically required. Attention to detail, curiosity, and the ability to make quick, data-driven decisions are valuable soft skills for success in this role. These competencies enable professionals to uncover profitable opportunities and act swiftly in dynamic market environments.
What cities are hiring for Arbitrage Search jobs? Cities with the most Arbitrage Search job openings:
What are the most commonly searched types of Arbitrage Search jobs? The most popular types of Arbitrage Search jobs are:
What states have the most Arbitrage Search jobs? States with the most job openings for Arbitrage Search jobs include:
Other
Posted 14 days ago
Job description
Our client, a leading HF, is seeking an experienced quantitative researcher with advanced data analytic and
statistical modeling expertise to join the Quantitative Strategies Group. QSG seeks to identify pricing
and volume dynamics in electronic markets. Insights gleaned about liquidity and market micro-behavior
are used to model the price discovery process. The role will be responsible for driving signal research and
development.
The ideal candidate will demonstrate an ability to conceptualize trading phenomenon,
formulate research objectives, and develop tradeable alphas:
hypothesis data collection research & modeling definition evaluation c++ implementation
The candidate will demonstrate deep comprehension of statistical inference techniques, feature
specification, model fitting and evaluation, sim-live fidelity, machine learning, numerical methods, market
microstructure, and large-scale high-density data manipulation.
As a Quantitative Researcher you will:
Research Alpha Ideas with a view to enhancing predictive capability of new and existing models
Identify Concrete Research Objectives for advancing profitability of live trading strategies
Implement High-Speed Computational Code in a variety of programming languages
Develop and test data-centric theories aimed at understanding intraday liquidity dynamics
Build research tools and applications for processing and examining market and trading data
Drive Technical and Intellectual Innovation on all R&D initiatives the team undertakes
Requirements
Graduate degree in Applied Math, Statistics/ML, Physics, Computer Science, or similar
Proficiency in advanced data research & modeling using Python and/or R
Comfort in C++ with experience interacting with large-scale production applications
Extensive knowledge and expertise designing statistical inference models and predictive analytics
Extensive knowledge and experience with high-volume high-dimensional data modeling
Additional skills/experience that will reflect favorably
PhD in Applied Math, Statistics, ML, Computer Science/Engineering, Physics or similar
Deep insights into global financial exchange micro-structure and micro-behavior
Prior experience managing Equities and/or Futures Statistical Arbitrage or HFT strategies
Experience originating alpha/strategy development in an unprecedented environment or scale
statistical modeling expertise to join the Quantitative Strategies Group. QSG seeks to identify pricing
and volume dynamics in electronic markets. Insights gleaned about liquidity and market micro-behavior
are used to model the price discovery process. The role will be responsible for driving signal research and
development.
The ideal candidate will demonstrate an ability to conceptualize trading phenomenon,
formulate research objectives, and develop tradeable alphas:
hypothesis data collection research & modeling definition evaluation c++ implementation
The candidate will demonstrate deep comprehension of statistical inference techniques, feature
specification, model fitting and evaluation, sim-live fidelity, machine learning, numerical methods, market
microstructure, and large-scale high-density data manipulation.
As a Quantitative Researcher you will:
Research Alpha Ideas with a view to enhancing predictive capability of new and existing models
Identify Concrete Research Objectives for advancing profitability of live trading strategies
Implement High-Speed Computational Code in a variety of programming languages
Develop and test data-centric theories aimed at understanding intraday liquidity dynamics
Build research tools and applications for processing and examining market and trading data
Drive Technical and Intellectual Innovation on all R&D initiatives the team undertakes
Requirements
Graduate degree in Applied Math, Statistics/ML, Physics, Computer Science, or similar
Proficiency in advanced data research & modeling using Python and/or R
Comfort in C++ with experience interacting with large-scale production applications
Extensive knowledge and expertise designing statistical inference models and predictive analytics
Extensive knowledge and experience with high-volume high-dimensional data modeling
Additional skills/experience that will reflect favorably
PhD in Applied Math, Statistics, ML, Computer Science/Engineering, Physics or similar
Deep insights into global financial exchange micro-structure and micro-behavior
Prior experience managing Equities and/or Futures Statistical Arbitrage or HFT strategies
Experience originating alpha/strategy development in an unprecedented environment or scale