Quantitative Researcher - Equity Statistical Arbitrage & Alpha

Anson McCade; Greater London; On-site; GBP 120,000 - 180,000; Full time

Benefits offered by this job

Leading researchers

Top datasets

Collaborative environment

Performance bonus

Research ownership

Job summary

Anson McCade is recruiting an Equity Statistical Arbitrage Quantitative Researcher for a leading systematic hedge fund. You will develop statistical arbitrage strategies across global equity markets, using large datasets and scalable tools.

Responsibilities include generating alpha signals, backtesting, risk modelling, and refining portfolio construction. You will collaborate with PMs, researchers and engineers to bring ideas from concept to production.

Qualifications

• 3+ years researching and developing systematic equity statistical arbitrage strategies.
• Demonstrable track record of generating alpha through systematic research.
• MSc or PhD in a highly quantitative discipline from a leading university.

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.

Skills

Python

C++

Machine learning

Statistics

Time series analysis

Backtesting frameworks

Data handling

Communication

Education

MSc in quantitative discipline

PhD in Mathematics/Statistics/CS/Physics

Tools

Python

C++

Backtesting frameworks

Financial datasets

Job description

Anson McCade is recruiting an Equity Statistical Arbitrage Quantitative Researcher for a leading systematic hedge fund. You will develop statistical arbitrage strategies across global equity markets, using large datasets and scalable tools.

Responsibilities include generating alpha signals, backtesting, risk modelling, and refining portfolio construction. You will collaborate with PMs, researchers and engineers to bring ideas from concept to production.