Stat Arb Quantitative Researcher

Selby Jennings; Greater London; In loco; GBP 120.000 - 180.000; Tempo pieno

Descrizione del lavoro

Selby Jennings is recruiting for an exceptional quantitative researcher to join a renowned hedge fund in London, focusing on equity statistical arbitrage within an established mid-frequency equity team. The role involves alpha research from ideation to backtesting and close collaboration with the Portfolio Manager.

Ideal candidates hold an advanced quantitative degree and have 2–10 years of experience in alpha research, with strong coding skills across Python, R, Matlab, C++, or C#.

Competenze

• Advanced degree in Mathematics, Physics, Statistics or Engineering from a top university.
• 2-10 years' experience with equity statistical arbitrage strategies doing alpha research.
• Experience harnessing large datasets to find alpha signals.
• Strong programming skills in Python, R, Matlab, or C++, and/or C#.

Mansioni

• Working alongside the PM on alpha research, from idea generation to backtesting for systematic strategies.
• Identifying alpha signals from noisy data.
• Contributing to the research and trading pipeline, including Risk and Factor Modelling.

Conoscenze

Quantitative research

Statistical analysis

Data handling

Coding skills

Formazione

Advanced degree in Mathematics/Physics/Statistics/Engineering

Strumenti

Python

R

Matlab

C++

C#

Descrizione del lavoro

A leading, multi-manager hedge fund with +$15Bn AuM is looking to grow an established mid-frequency equity team based in London.

The team is looking for an exceptional quantitative researcher with experience working on equity statistical arbitrage strategies from end-to-end. The ideal hire would come from a top performing hedge fund and be confident in their ability to contribute to a new team.

The hedge fund prides itself on its high-quality data, robust infrastructure, and competitive salaries. In this pod, the right candidate would be doing alpha research, working closely with the Portfolio Manager and other team members, engaging with the whole investment process.

Responsibilities

• Working alongside the PM on alpha research, from idea generation to backtesting for systematic strategies.
• Identifying alpha signals from noisy data.
• Contributing to the research and trading pipeline, including Risk and Factor Modelling.

Requirements

• Advanced degree in a quantitative field such as Mathematics, Physics, Statistics, or Engineering from a top ranked university.
• 2-10 years' experience with equity statistical arbitrage strategies doing alpha research.
• Demonstrated ability to harness large datasets to find alpha signals.
• Capacity to excel in a fast-paced environment.
• Strong coding skills in at least one of the following programming languages: Python, R, Matlab, and /or C++, C#.