Quantitative Researcher

Anson McCade; Greater London; On-site; GBP 120,000 - 170,000; Full time

Benefits offered by this job

Industry bonus

Advanced infrastructure

Collaborative culture

Top researchers

Growth opportunities

Job summary

Anson McCade is recruiting an Equity Statistical Arbitrage Quantitative Researcher to join a leading hedge fund with a focus on data-driven alpha. You will develop and test systematic strategies, work with large datasets, and collaborate with a high-caliber team to productionize ideas.

You will apply statistics, ML and time-series techniques to build robust models, backtest rigorously, and help optimize execution across global equity markets.

Qualifications

• 3+ years of experience developing systematic equity statistical arbitrage strategies.
• Proven track record of generating alpha through quantitative research.
• Strong foundation in statistics, time series, optimisation, and ML.

Responsibilities

• Research, develop, and implement systematic statistical arbitrage strategies across global equity markets.
• Generate and evaluate novel alpha signals using rigorous quantitative methods.
• Design and maintain backtesting and simulation frameworks.
• Improve portfolio construction, risk modelling, and execution for better risk-adjusted returns.
• Apply machine learning to extract predictive signals from large datasets.
• Collaborate with Portfolio Managers, Researchers, and Engineers to productionize ideas.

Skills

Python

C++

Machine Learning

Time Series Analysis

Backtesting

Data Analysis

Communication

Education

MSc/PhD in Mathematics/Statistics/CS/Physics/Engineering

Tools

Backtesting Frameworks

Job description

Equity Statistical Arbitrage Quantitative Researcher

Our client is a leading systematic multi-strategy hedge fund with a strong track record of deploying data-driven investment strategies across global markets. As part of the continued growth of its Systematic Equities platform, the firm is looking to hire an exceptional Quantitative Researcher with experience developing statistical arbitrage strategies.

This is an opportunity to join a high-performing research team with access to world-class infrastructure, extensive datasets, and significant resources to develop, test, and scale alpha-generating strategies across global equity markets.

Responsibilities

• Research, develop, and implement systematic statistical arbitrage strategies across global equity markets.
• Generate and evaluate novel alpha signals using rigorous quantitative research methodologies.
• Design and maintain robust backtesting and simulation frameworks to assess strategy performance.
• Enhance portfolio construction, risk modelling, and execution to improve risk-adjusted returns.
• Apply machine learning and advanced statistical techniques to extract predictive signals from large and alternative datasets.
• Collaborate closely with Portfolio Managers, Quantitative Researchers, and Engineers to take research ideas from conception through to production.

Requirements

• 3+ years of experience researching and developing systematic equity statistical arbitrage strategies within a hedge fund, proprietary trading firm, or quantitative asset manager.
• Demonstrable track record of generating alpha through systematic research.
• MSc or PhD in Mathematics, Statistics, Computer Science, Physics, Engineering, or another highly quantitative discipline from a leading university.
• Strong understanding of statistics, probability, time series analysis, optimisation, and machine learning techniques.
• Excellent programming skills in Python and/or C++, with experience building scalable research tools.
• Experience working with large financial datasets, backtesting frameworks, and quantitative research infrastructure.
• Strong communication skills and the ability to collaborate effectively within a research-driven environment.
• Experience working with alternative datasets and feature engineering.
• Familiarity with modern machine learning techniques applied to financial markets.
• Knowledge of portfolio optimisation, transaction cost modelling, and execution research.

What\'s on Offer

• Opportunity to work alongside some of the industry\'s leading quantitative researchers and portfolio managers.
• Access to industry-leading technology, datasets, and research infrastructure.
• A highly collaborative, intellectually stimulating research environment.
• Competitive compensation package, including a market-leading bonus structure directly linked to performance.
• Significant scope to contribute to strategy development and research from day one.