Quantitative Researcher

Anson McCade; England; On-site; GBP 60,000 - 80,000; Full time

Job summary

A leading systematic multi-strategy hedge fund in the UK is looking for a talented Quantitative Researcher to join their systematic equity team. This role focuses on developing and scaling alpha-driven strategies across global equity markets. The ideal candidate should have over 3 years of experience in statistical arbitrage strategy development and hold an advanced degree in a quantitative field, such as Mathematics or Engineering. The position involves leveraging big data and collaborating with a high-performing team.

Qualifications

• 3+ years of experience developing systematic statistical arbitrage strategies.
• Strong foundation in mathematics and statistics.
• Experience with backtesting and large-scale data analysis.

Responsibilities

• Conduct alpha research and implement systematic stat arb strategies.
• Design and develop new quantitative trading models.
• Optimize portfolio construction and enhance trading strategies.

Skills

Statistical arbitrage strategy development

Python

C++

Backtesting

Machine learning

Education

MSc/PhD in a quantitative discipline

Job description

Systematic Equity Stat Arb Quantitative Researcher

A leading systematic multi-strategy hedge fund is expanding its systematic equity team and is seeking a talented Quantitative Researcher with a proven track record in statistical arbitrage strategy development. This is a unique opportunity to join a high-performing team focused on developing and scaling alpha-driven strategies across global equity markets.

Key Responsibilities

• Conduct alpha research, backtesting, and implementation of systematic stat arb strategies
• Design and develop new quantitative trading models across global equity markets
• Optimize portfolio construction and enhance existing trading strategies
• Leverage big data and machine learning techniques to uncover new signals
• Collaborate with other researchers, engineers, and portfolio managers in a fast-paced environment

Ideal Candidate Profile

• 3+ years of experience developing systematic statistical arbitrage strategies in equity markets
• Advanced degree (MSc / PhD) in a quantitative discipline (e.g. Mathematics, Statistics, Computer Science, Engineering) from a top-tier university
• Strong foundation in mathematics, statistics and signal generation techniques
• Proficient in Python and / or C++ for research and model implementation
• Experience with backtesting, simulation frameworks and large-scale data analysis
• Exposure to machine learning and alternative data is a strong plus