Quantitative Researcher/Trader Stat Arb

JR United Kingdom; Chester; On-site; GBP 60,000 - 90,000; Full time

Job summary

A leading international systematic trading firm seeks a mid-level statistical arbitrage quantitative researcher/trader in London. The role involves collaborating on the design and implementation of trading strategies with industry veterans. The candidate will benefit from a competitive salary, bonuses, and relocation opportunities.

Benefits

PnL share for bonuses

Competitive base salary

Relocation opportunities

Qualifications

• Minimum 2 years of experience in equities/stat-arb strategies.
• Experience or internships in systematic alpha research and automated market making is advantageous.
• Experience working with large datasets.

Responsibilities

• Assist in the design, development, and implementation of systematic trading strategies.
• Collaborate on alpha research, risk management, and portfolio construction.
• Focus on US equities intraday trading.

Skills

Statistical Analysis

Programming in C++, C#, Python

Data Management

Education

Advanced degree in quantitative field or PhD (Mathematics, Physics, Computer Science, Engineering)

Job description

Social network you want to login/join with:

col-narrow-left

Client:

Radley James

Location:

Chester, United Kingdom

Job Category:

Other

-

EU work permit required:

Yes

col-narrow-right

Job Views:

4

Posted:

04.06.2025

Expiry Date:

19.07.2025

col-wide

Job Description:

A leading international systematic trading firm is looking to hire a talented mid-level statistical arbitrage quantitative researcher/trader in London to assist in the design, development, and implementation of systematic trading strategies. You will collaborate with experienced industry professionals on projects including alpha research, risk management, and portfolio construction, with the opportunity to see the direct impact of your work on the business. This role focuses on US equities intraday trading.

• Advanced degree in a quantitative field or PhD (Mathematics, Physics, Computer Science, Engineering, etc.).
• Programming experience in a major language (C++, C#, Python, etc.).
• Experience as an alpha researcher in equities/stat-arb strategies.
• Non-compete agreements of less than 12 months.
• At least 2 years of relevant experience in this domain.

Desired Skills:

• Experience or internships in systematic alpha research is advantageous.
• Experience or internships in automated market making is beneficial.
• Experience working with large datasets.

This position offers a PnL share for bonuses in addition to a competitive base salary. We are open to relocating candidates from around the world!