London Intraday Quant Trader – Statistical Arbitrage

Radley James; Greater London; On-site; GBP 85,000 - 140,000; Full time

Benefits offered by this job

Performance-based bonuses

Top base salary

Relocation assistance for global candidates

Job summary

A leading international systematic trading firm is seeking a mid-level statistical arbitrage quantitative researcher/trader in London. This role involves designing, developing, and implementing systematic trading strategies with a focus on US equities intraday trading. Candidates should have an advanced degree in a quantitative subject and programming experience in languages such as C++, C#, or Python. Opportunities to work on alpha research alongside industry professionals are provided, with compensation including bonuses based on performance.

Qualifications

• Advanced degree in a quantitative subject or PhD.
• At least 2 years working in statistical arbitrage.
• Programming experience in one major language.

Responsibilities

• Design, develop, and implement systematic trading strategies.
• Work on projects including alpha research and risk management.
• Involvement in US equities intraday trading.

Skills

Statistical analysis

Programming (C++, C#, Python)

Alpha research

Risk management

Education

Advanced degree (Mathematics, Physics, Computer Science, Engineering)

Job description

A leading international systematic trading firm is seeking a mid-level statistical arbitrage quantitative researcher/trader in London. This role involves designing, developing, and implementing systematic trading strategies with a focus on US equities intraday trading. Candidates should have an advanced degree in a quantitative subject and programming experience in languages such as C++, C#, or Python. Opportunities to work on alpha research alongside industry professionals are provided, with compensation including bonuses based on performance.