Stat-Arb Quantitative Researcher

I'm partnering with a leading systematic trading firm looking to hire a Quantitative Researcher to develop and enhance Statistical Arbitrage strategies across global markets.

You'll conduct alpha research, generate predictive signals, analyze large-scale market and alternative datasets, and work closely with traders and engineers to deploy production-ready strategies.

Requirements:

• Strong background in Statistical Arbitrage or systematic equity research.
• Experience researching alpha signals, portfolio construction, or execution models.
• Excellent programming skills in Python (C++ is a plus).
• Advanced degree in Mathematics, Statistics, Computer Science, Physics, Engineering, or a related quantitative discipline.
• Proven ability to conduct rigorous research using large datasets.

This is an opportunity to join a highly collaborative, research-driven environment with world-class infrastructure and significant resources dedicated to systematic investing.

If you're interested in learning more, feel free to reach out directly or send your CV to discuss the opportunity in confidence.