Statistical Arbitrage Quant Researcher

JR United Kingdom; Bolton; On-site; GBP 60,000 - 100,000; Full time

Job summary

A leading multi-strategy hedge fund seeks a Medium Frequency Statistical Arbitrage Quant Researcher in Bolton to develop and refine trading models. The position requires a strong academic background and proven experience in quantitative research, focusing on medium frequency statistical arbitrage strategies. This role emphasizes collaboration and innovation in a meritocratic environment.

Qualifications

• At least 3 years of experience in quantitative research in a multi-strategy hedge fund.
• Exceptional analytical skills and data-driven decision-making.
• High ethical standards and integrity.

Responsibilities

• Design and implement arbitrage strategies across markets.
• Optimize signal extraction and backtesting for strategy performance.
• Collaborate with portfolio managers to integrate new strategies.

Skills

Programming in Python

Programming in R

Programming in C++

Machine Learning

Quantitative Research

Analytical Skills

Education

Ph.D. in Mathematics, Statistics, Physics, Computer Science

Job description

Statistical Arbitrage Quant Researcher

Location: Bolton, Greater Manchester, United Kingdom

Job Category: Other

EU work permit required: Yes

Job Views: 3

Posted: 16.06.2025

Expiry Date: 31.07.2025

Job Description:

Overview: A leading multi-strategy hedge fund with ~$30 billion in assets under management is seeking a Medium Frequency Statistical Arbitrage Quant Researcher. The firm employs cutting-edge technology and data-driven strategies to generate superior returns across asset classes.

The Culture: The firm values meritocracy, intellectual curiosity, collaboration, and excellence. It fosters an environment of open dialogue and innovation in trading strategies.

The Role:

As a Quant Researcher, you will develop and refine trading models, focusing on medium frequency statistical arbitrage strategies across various markets, working closely with the trading team.

Key Responsibilities:

• Design and implement arbitrage strategies across markets.
• Optimize signal extraction and backtesting for strategy performance.
• Collaborate with portfolio managers to integrate new strategies.
• Monitor market conditions and adjust models accordingly.
• Stay updated with academic research and quantitative techniques.

Requirements:

• Ph.D. in Mathematics, Statistics, Physics, Computer Science, or related fields preferred.
• Proven accomplishments in academia or industry.
• At least 3 years of experience in quantitative research in a multi-strategy hedge fund.
• Strong programming skills in Python, R, or C++, with experience in Machine Learning libraries.
• Experience in developing and trading medium frequency arbitrage strategies using Machine Learning.
• Exceptional analytical skills and data-driven decision-making.
• High ethical standards and integrity.

If interested, apply to join a team committed to excellence and innovation in quantitative finance.