Quant Researcher: Global Equities Stat Arb

Durlston Partners LLP; Greater London; On-site; GBP 136,000 - 212,000; Full time

Job summary

Durlston Partners LLP in London or New York is seeking a Quantitative Researcher to develop and run mid-frequency stat arb signals across global equities. You will transform raw data into production-ready models and contribute to portfolio construction and risk analysis.

You’ll work with price, fundamental and alternative data, backtest rigorously, and take strategies from research into live trading while monitoring and improving them.

Qualifications

• 3+ years researching systematic equities strategies that have traded live.
• Strong Python. C++ or kdb+ is a plus.
• Solid grounding in statistics, time series analysis and machine learning.
• Rigorous approach to backtesting and avoiding overfitting.
• Degree in mathematics, statistics, physics, computer science, engineering or a related quantitative field. A PhD is common but not essential

Responsibilities

• Research and develop systematic alpha signals across global equity universes.
• Work with price, fundamental and alternative data, from raw data through to production-ready signals.
• Contribute to portfolio construction, risk modelling and transaction cost analysis.
• Take strategies from research into live trading, then monitor and improve them

Skills

Python

Statistics

Time Series

Machine Learning

Education

Degree in mathematics/ statistics/ CS/ engineering

Tools

C++

kdb+

Job description

Durlston Partners LLP in London or New York is seeking a Quantitative Researcher to develop and run mid-frequency stat arb signals across global equities. You will transform raw data into production-ready models and contribute to portfolio construction and risk analysis.

You’ll work with price, fundamental and alternative data, backtest rigorously, and take strategies from research into live trading while monitoring and improving them.