Statistical Arbitrage Quant Researcher

JR United Kingdom; Birmingham; On-site; GBP 50,000 - 90,000; Full time

Job summary

A leading firm in Birmingham is seeking a Statistical Arbitrage Quant Researcher to contribute to the development of quantitative trading strategies. This role demands a strong background in quantitative research, programming skills, and a commitment to enhancing trading models in a dynamic hedge fund environment.

Qualifications

• Experience in quantitative research with 3+ years in hedge funds.
• Proficiency in machine learning libraries.

Responsibilities

• Design and implement statistical arbitrage strategies.
• Backtest and optimize trading models.
• Collaborate with portfolio managers on strategies.

Skills

Programming in Python

Programming in R

Programming in C++

Statistical Arbitrage

Analytical skills

Education

Ph.D. in Mathematics

Ph.D. in Statistics

Ph.D. in Physics

Ph.D. in Computer Science

Job description

Statistical Arbitrage Quant Researcher

Location: Birmingham, United Kingdom

Job Description:

We are seeking a Statistical Arbitrage Quant Researcher to join our team in Birmingham. The role involves developing and implementing quantitative trading strategies, optimizing signal extraction, and collaborating with portfolio managers to enhance trading models. Candidates should have a strong background in quantitative research, programming skills, and experience with statistical arbitrage strategies.

Key Responsibilities:

1. Design and implement statistical arbitrage strategies across various markets.
2. Backtest and optimize trading models.
3. Collaborate with portfolio managers to integrate strategies.
4. Monitor market conditions and adjust algorithms accordingly.
5. Stay updated with the latest academic research in quantitative techniques.

Requirements:

1. Ph.D. in Mathematics, Statistics, Physics, Computer Science, or related field.
2. At least 3 years of experience in quantitative research, preferably in a hedge fund environment.
3. Proficiency in Python, R, or C++, with experience in machine learning libraries.
4. Experience in developing medium frequency statistical arbitrage strategies.
5. Strong analytical and data-driven decision-making skills.
6. High ethical standards and integrity.

Note: The location is Birmingham, UK, and EU work permit is required. The posting is active with an expiry date of 31.07.2025.