Quantitative Researcher - Equity Statistical Arbitrage

Alipes ApS; København; Hybrid; DKK 1,200,000 - 1,800,000; Full time

Benefits offered by this job

Competitive benefits

Hybrid work model

Flat hierarchy

Creativity-friendly environment

Team events and trips

Job summary

Alipes Capital is seeking a Senior Quantitative Researcher to lead statistical arbitrage modeling for equity instruments. You will handle predictive modeling, data pipelines, and time-series architectures in a collaborative, fast-paced environment.

The role emphasizes developing calibration and benchmarking frameworks, working with Python, and applying ML tools to financial data. A flexible hybrid office setup in Copenhagen supports this high-growth team.

Qualifications

• Fluency in mathematics and statistics.
• Experience with financial data, valuation and hedging of fixed-income instruments.
• Experience with full Machine Learning stack from data generation to model validation.
• Programming in Python, esp. data wrangling and numerical computing.
• Solid CS fundamentals.
• Curious, scientific mindset.

Responsibilities

• Elevate predictive modeling standards in statistical arbitrage of traded funds.
• Create modeling workflows to turn large financial datasets into predictive models.
• Develop and benchmark calibration/frameworks and data pipelines.
• Prototype and release time-series forecasting architectures with validation and monitoring.
• Collaborate with software engineers and traders to deploy models quickly.

Skills

Mathematics

Statistics

Financial data

ML stack

Python

CS fundamentals

Scientific mindset

Education

PhD or MSc in engineering/physics/CS/mathematics/economics

Tools

PyTorch

TensorFlow

XGBoost

Catboost

C#

C/C++

Job description

Imagine working with cutting-edge machine learning models, crunching high frequency data sets and sparring with exceptional and fun colleagues, all while taking part in scaling our business even further.

Does this sound highly appealing to you? Then you might be our new Senior Quantitative Researcher in the Equity Statistical Arbitrage wing of Alipes Capital!

This position is focused on

• Elevating our predictive modeling standards to the highest levels in the area of statistical arbitrage of traded funds.
• Creating a world class modeling workflow, enabling the team to turn massive data sets of financial information into mathematical models that accurately predict movements in the markets.
• In particular, the fixed-income section of our traded universe, in which we believe there is a significant untapped signal.

In doing so, you will get a chance to tackle a variety of software infrastructure challenges, such as:

• Development and optimization of calibration and benchmarking frameworks.
• Building out and implementing best practices for data preparation and dataset generation pipelines.
• Prototyping and releasing novel predictive architectures, especially with respect to time-series models.

You will get instant validation of your work and experience short feedback cycles, where going from inception to deployment can be a matter of hours. There will be no red tape to cut and no sales people to consult. It is pure play.

About you

• Fluency within mathematics and statistics.
• Experience working with financial data, in particular valuation and hedging of fixed-income instruments.
• Experience working with the full Machine Learning stack from data generation through model calibration and real-life validation and monitoring.
• Programming experience with Python, in particular data-wrangling and numerical programming.
• Proficiency with computer science fundamentals.
• A scientific and inquisitive mind.

Nice to have

• Experience working with out-of-core datasets.
• Experience working with tools like PyTorch, Tensorflow, XGBoost and/or Catboost.
• Programming experience with languages like C# and C/C++.
• PhD or MSc degree in engineering, physics, computer science, mathematics or economics.

About the team

At Alipes Capital, we have been a market leader in equity and electricity algorithmic trading since starting in 2008. We maintain an informal atmosphere where technical discussions are valued, and you are encouraged to take ownership of, and pride in, your work. You will impact the direction of the team, prioritize your work and choose the tools that get the job done.

The Quant team consists of eighteen passionate quantitative researchers covering 6 nationalities, with thirteen PhDs and five MScs with expertise in statistical analysis, mathematical modeling and machine learning. The stat-arb sub-team is a tight group of 3 researchers.

We enjoy collaboration and are always willing to lend a helping hand. We work alongside a team of software engineers and a team of traders that implement and conceive the mathematical models together with us. All team members across the organization write code and drive change and are equally willing to engage on a nitty-gritty technical level as well as discuss the larger strategic level.

What we can offer you

• Competitive benefits, including pension, health insurance, and 30 days of vacation.
• A modern office in Copenhagen (Nordhavn) with a flexible hybrid work model.
• A flat hierarchy with high levels of trust, autonomy, and freedom to make decisions.
• A valued role with unique responsibilities and plenty of room for creativity.
• Fast feedback and recognition of your contributions in a high-growth company.
• Strong team spirit - successes are celebrated with company events and trips.