Experience in cross-sectional modeling and statistical arbitrage frameworks across equities ... You won't manage execution or risk, but you'll work closely with teams who do. If you're passionate ...
Quick apply
Experience in cross-sectional modeling and statistical arbitrage frameworks across equities ... You won't manage execution or risk, but you'll work closely with teams who do. If you're passionate ...
... Arbitrage, Event-Driven Investing, Equity Long/Short & Capital Markets Trading, and Global Quantitative Trading. Our Risk team is expanding and seeking an experienced Equity Quant Portfolio ...
... Arbitrage, Event-Driven Investing, Equity Long/Short & Capital Markets Trading, and Global Quantitative Trading. Our Risk team is expanding and seeking an experienced Equity Quant Portfolio ...
... risk * Maintain market color database and transaction comp sheets to inform arbitrage inputs and structural calibration * Prepare securitization structure reports for review by traders to inform ...
... risk * Maintain market color database and transaction comp sheets to inform arbitrage inputs and structural calibration * Prepare securitization structure reports for review by traders to inform ...
... risk * Maintain market color database and transaction comp sheets to inform arbitrage inputs and structural calibration * Prepare securitization structure reports for review by traders to inform ...
... risk * Maintain market color database and transaction comp sheets to inform arbitrage inputs and structural calibration * Prepare securitization structure reports for review by traders to inform ...
Senior Quantitative Researcher - Intraday Equities Alpha
New York, NY · On-site
$500K/yr
Experience in cross-sectional modeling and statistical arbitrage frameworks across equities ... You won't manage execution or risk, but you'll work closely with teams who do. If you're passionate ...
Senior Quantitative Researcher - Intraday Equities Alpha
New York, NY · On-site
$500K/yr
Experience in cross-sectional modeling and statistical arbitrage frameworks across equities ... You won't manage execution or risk, but you'll work closely with teams who do. If you're passionate ...
Equity Quant Portfolio Researcher
New York, NY · On-site
$150K - $200K/yr
... Arbitrage, Event-Driven Investing, Equity Long/Short & Capital Markets Trading, and Global Quantitative Trading. Our Risk team is expanding and seeking an experienced Equity Quant Portfolio ...
Equity Quant Portfolio Researcher
New York, NY · On-site
$150K - $200K/yr
... Arbitrage, Event-Driven Investing, Equity Long/Short & Capital Markets Trading, and Global Quantitative Trading. Our Risk team is expanding and seeking an experienced Equity Quant Portfolio ...
... risk-mitigation standards. Drives modernization of the treasury technology stack, including ... Manage the Authority's bond arbitrage liability and engage outside bond counsel for thereporting ...
... risk-mitigation standards. Drives modernization of the treasury technology stack, including ... Manage the Authority's bond arbitrage liability and engage outside bond counsel for thereporting ...
... risk and legal teams * Analyze portfolio construction, liability structures, cash flow modeling, and arbitrage economics; * Prepare and review marketing materials, term sheets, offering documents and ...
... risk and legal teams * Analyze portfolio construction, liability structures, cash flow modeling, and arbitrage economics; * Prepare and review marketing materials, term sheets, offering documents and ...
Director Treasury
Houston, TX · On-site
... risk-mitigation standards. Drives modernization of the treasury technology stack, including ... Manage the Authority's bond arbitrage liability and engage outside bond counsel for the reporting ...
Director Treasury
Houston, TX · On-site
... risk-mitigation standards. Drives modernization of the treasury technology stack, including ... Manage the Authority's bond arbitrage liability and engage outside bond counsel for the reporting ...
Manager, Trading
Houston, TX · On-site
... arbitrage risk in the global waterborne markets; (2) managing freight positions by working with Vetting and Operations, negotiating Vessel Charters (both in and out), bidding for Panama Canal ...
Manager, Trading
Houston, TX · On-site
... arbitrage risk in the global waterborne markets; (2) managing freight positions by working with Vetting and Operations, negotiating Vessel Charters (both in and out), bidding for Panama Canal ...
... arbitrage, blending, storage optimization). * Exceptional negotiation and sales skills with a track record of closing high-value agreements. * Strong risk appetite and decision-making ability under ...
... arbitrage, blending, storage optimization). * Exceptional negotiation and sales skills with a track record of closing high-value agreements. * Strong risk appetite and decision-making ability under ...
... Arbitrage, Event-Driven Investing, Equity Long/Short & Capital Markets Trading, and Global ... The candidate will contribute to trading, risk management, alpha generation, and infrastructure ...
... Arbitrage, Event-Driven Investing, Equity Long/Short & Capital Markets Trading, and Global ... The candidate will contribute to trading, risk management, alpha generation, and infrastructure ...
... arbitrage, blending, storage optimization). * Exceptional negotiation and sales skills with a track record of closing high-value agreements. * Strong risk appetite and decision-making ability under ...
... arbitrage, blending, storage optimization). * Exceptional negotiation and sales skills with a track record of closing high-value agreements. * Strong risk appetite and decision-making ability under ...
Forward Deployed Trader
New York, NY · On-site
$100K - $150K/yr
Apply the latest machine learning models to high- and mid-frequency trading problems, including arbitrage detection, liquidity provision, market making, signal generation, and risk monitoring.
Forward Deployed Trader
New York, NY · On-site
$100K - $150K/yr
Apply the latest machine learning models to high- and mid-frequency trading problems, including arbitrage detection, liquidity provision, market making, signal generation, and risk monitoring.
... Risk Book team at a bank will be considered. * Strong economic intuition and critical thinking * Product experience in statistical arbitrage strategies, event-driven strategies or auctions trading
... Risk Book team at a bank will be considered. * Strong economic intuition and critical thinking * Product experience in statistical arbitrage strategies, event-driven strategies or auctions trading
Build and challenge risk models, identify and quantify vulnerabilities across market, credit ... arbitrage pricing theory, partial differential equations, multivariable calculus, linear algebra ...
Build and challenge risk models, identify and quantify vulnerabilities across market, credit ... arbitrage pricing theory, partial differential equations, multivariable calculus, linear algebra ...
Build and challenge risk models, identify and quantify vulnerabilities across market, credit ... arbitrage pricing theory, partial differential equations, multivariable calculus, linear algebra ...
Build and challenge risk models, identify and quantify vulnerabilities across market, credit ... arbitrage pricing theory, partial differential equations, multivariable calculus, linear algebra ...
Build and challenge risk models, identify and quantify vulnerabilities across market, credit ... arbitrage pricing theory, partial differential equations, multivariable calculus, linear algebra ...
Build and challenge risk models, identify and quantify vulnerabilities across market, credit ... arbitrage pricing theory, partial differential equations, multivariable calculus, linear algebra ...
Build and challenge risk models, identify and quantify vulnerabilities across market, credit ... arbitrage pricing theory, partial differential equations, multivariable calculus, linear algebra ...
Build and challenge risk models, identify and quantify vulnerabilities across market, credit ... arbitrage pricing theory, partial differential equations, multivariable calculus, linear algebra ...
Build and challenge risk models, identify and quantify vulnerabilities across market, credit ... arbitrage pricing theory, partial differential equations, multivariable calculus, linear algebra ...
Build and challenge risk models, identify and quantify vulnerabilities across market, credit ... arbitrage pricing theory, partial differential equations, multivariable calculus, linear algebra ...
Risk Arbitrage information
See salary details
$19.29 is the 25th percentile. Wages below this are outliers.
$14.42 - $19.84
28% of jobs
The median wage is $23.08 / hr.
$19.84 - $25.26
37% of jobs
$25.26 - $30.68
6% of jobs
$34.07 is the 75th percentile. Wages above this are outliers.
$30.68 - $36.10
6% of jobs
$36.10 - $41.52
12% of jobs
$41.52 - $46.94
0% of jobs
$46.94 - $52.36
0% of jobs
$52.36 - $57.78
8% of jobs
$57.78 - $63.20
0% of jobs
$63.20 - $68.62
0% of jobs
$68.62 - $74.04
2% of jobs
$14
$30
$74
How much do risk arbitrage jobs pay per hour?
As of Jun 9, 2026, the average hourly pay for risk arbitrage in the United States is $30.34, according to ZipRecruiter salary data. Most workers in this role earn between $19.47 and $38.70 per hour, depending on experience, location, and employer.
What are some common challenges faced by professionals working in risk arbitrage, and how are they typically addressed?
Professionals in risk arbitrage often face challenges such as sudden changes in deal terms, regulatory hurdles, and market volatility affecting merger spreads. Staying informed about deal progress, maintaining close communication with legal and compliance teams, and using sophisticated risk management tools are key strategies to address these challenges. Additionally, collaborating with analysts and traders allows for quick reactions to breaking news or unexpected developments, helping to minimize potential losses.
What is risk arbitrage?
Risk arbitrage, also known as merger arbitrage, is an investment strategy that seeks to profit from the price differences that occur before and after mergers and acquisitions. Risk arbitrageurs typically buy shares of a target company being acquired and may short shares of the acquiring company, aiming to capture the spread between the current market price and the eventual deal price. The strategy involves analyzing the likelihood of the deal closing and the risks involved, such as regulatory approval or financing issues. Because there is always uncertainty about whether a deal will go through, risk arbitrage carries specific risks and rewards.
What is the difference between Risk Arbitrage vs Mergers and Acquisitions Analyst?
| Aspect | Risk Arbitrage | Mergers and Acquisitions Analyst |
|---|---|---|
| Required Credentials | Finance degree, certifications like CFA often preferred | Finance or related degree, CFA beneficial |
| Work Environment | Fast-paced, focused on deal-specific analysis | Corporate or advisory firms, strategic analysis |
| Industry Usage | Financial firms, hedge funds, investment banks | Investment banks, consulting firms, corporations |
| Common Search/Comparison | Yes | Yes |
Risk Arbitrage involves analyzing and executing trades based on merger and acquisition deals, focusing on deal-specific risks and returns. Mergers and Acquisitions Analysts evaluate potential deals, perform valuation, and advise clients or companies on strategic mergers. While both roles require finance knowledge and deal analysis skills, Risk Arbitrage is more specialized in trading strategies around M&A events, whereas M&A Analysts focus on deal evaluation and strategic advisory.
What are the key skills and qualifications needed to thrive as a Risk Arbitrage Analyst, and why are they important?
To thrive as a Risk Arbitrage Analyst, you need a strong background in finance, quantitative analysis, and a solid understanding of merger and acquisition (M&A) processes, often supported by a degree in finance, economics, or a related field. Familiarity with financial modeling tools, Bloomberg Terminal, and certifications like CFA are commonly required. Attention to detail, strong decision-making under uncertainty, and effective communication are critical soft skills for this role. These competencies are essential for accurately assessing deal risks, making informed investment decisions, and succeeding in fast-moving financial markets.
More about Risk Arbitrage jobs
What cities are hiring for Risk Arbitrage jobs? Cities with the most Risk Arbitrage job openings:
What states have the most Risk Arbitrage jobs? States with the most job openings for Risk Arbitrage jobs include:
What job categories do people searching Risk Arbitrage jobs look for? The top searched job categories for Risk Arbitrage jobs are:
$500K/yr
Full-time
Posted 5 days ago
Job description
About the Role
What You'll Do
What We Look For
Nice to Have
Summary
We are seeking an exceptional quantitative researcher to lead our intraday equities alpha team. You will focus on discovering and modeling short-horizon statistical signals across large equity universes, leveraging high-frequency market data and cross-sectional relationships. This role is ideal for candidates with a strong background in signal research and a deep understanding of market microstructure.
What You'll Do
- Develop and test short-term alpha signals using high-frequency (tick-level and order book) data across global equity markets.
- Analyze inter-symbol dynamics, liquidity patterns, and cross-sectional dependencies to identify transient inefficiencies and arbitrage opportunities.
- Conduct rigorous backtesting and performance attribution across large baskets of equities in a fully systematic environment.
- Collaborate with engineering and trading teams to deploy and monitor strategies in live production.
- Continuously refine signal stability, robustness, and decay profiles across changing market regimes.
What We Look For
- 5+ years of experience in alpha research or quantitative signal development, ideally in intraday or short-horizon equity strategies.
- Deep understanding of market microstructure, order flow dynamics, and execution-related features that affect signal quality.
- Strong programming skills in Python and/or C++, and fluency in working with large-scale high-frequency datasets.
- Experience in cross-sectional modeling and statistical arbitrage frameworks across equities.
- Advanced degree (MS/PhD) in a quantitative field such as mathematics, physics, statistics, computer science, or related disciplines.
Nice to Have
- Experience with production-level alpha deployment in global equity markets (US, CN, APAC, EMEA).
- Familiarity with execution-aware signal design (slippage modeling, alpha decay, trade-to-book impact).
- Track record of successful signal ideas contributing to live PnL.
Summary
- You'll work on short-horizon predictive modeling using high-frequency cross-sectional signals across equities. You won't manage execution or risk, but you'll work closely with teams who do. If you're passionate about alpha and fluent in market data, this role is for you.
Pay Range:
- Actual salary is commensurate with candidate's relevant years of experience, skillset, education and other qualifications. Base salay USD $125,000.00 - USD $500,000.00/Yr.