Enable job alerts via email!

Statistical Arbitrage Quant Researcher

JR United Kingdom

Cambridge

On-site

GBP 70,000 - 100,000

Full time

4 days ago
Be an early applicant

Boost your interview chances

Create a job specific, tailored resume for higher success rate.

Job summary

A leading multi-strategy hedge fund is seeking a Statistical Arbitrage Quant Researcher to develop innovative trading models. The role involves collaborating with elite teams and utilizing advanced quantitative techniques to drive performance. This is an excellent opportunity for professionals with a Ph.D. and strong programming skills seeking to excel in a high-stakes environment.

Qualifications

  • Ph.D. in a quantitative field like Mathematics or Statistics.
  • Minimum 3 years of experience in quantitative research.
  • Strong programming skills in Python, R, or C++.

Responsibilities

  • Design and implement statistical arbitrage strategies.
  • Optimize team signal extraction methods.
  • Collaborate with portfolio managers to integrate new strategies.

Skills

Programming in Python
Programming in R
Programming in C++
Machine Learning
Statistical Analysis
Data-Driven Decision Making
Quantitative Research

Education

Ph.D. in Mathematics
Ph.D. in Statistics
Ph.D. in Physics
Ph.D. in Computer Science
Ph.D. in Computational Finance

Job description

Social network you want to login/join with:

Statistical Arbitrage Quant Researcher, cambridge

col-narrow-left

Client:
Location:
Job Category:

Other

-

EU work permit required:

Yes

col-narrow-right

Job Views:

3

Posted:

16.06.2025

Expiry Date:

31.07.2025

col-wide

Job Description:

Statistical Arbitrage Quant Researcher

Locations: London

The Firm:

A leading multi-strategy hedge fund with ~$30 billion in assets under management is seeking an exceptional Medium Frequency Statistical Arbitrage Quant Researcher. With a global footprint and a reputation for excellence, our client employs state-of-the-art technology and data-driven methodologies to achieve superior returns across various asset classes.

The Culture:

The firm is built on a foundation of meritocracy, attracting and retaining the industry's leading quants and portfolio managers. They value intellectual curiosity, collaboration, and a commitment to excellence. The collaborative culture encourages open dialogue about the dynamic and rapidly changing environment, where information flows freely and novel ideas are transformed into actionable trading strategies.

The Role:

We are actively looking for a Quant Researcher specialized in Medium Frequency Statistical Arbitrage strategies to work for a high profile trading pod with an exceptional track record. As a key member of this elite research team, you will have the opportunity to apply your astute quantitative skills to develop and refine trading models that are both innovative and profitable.

Key Responsibilities:

  • Design and implement medium frequency statistical arbitrage strategies across various markets from end to end.
  • Optimize the way in which the team extracts maximum value from signals, and backtesting to evaluate the performance of trading models.
  • Collaborate with portfolio managers to integrate new market microstructure strategies into the existing portfolio.
  • Continuously monitor market conditions to adjust parameters and algorithms accordingly.
  • Maintaining a strong understanding academic research to keep the team updated with the latest quantitative techniques and theories.

Requirements:

  • Preferably a Ph.D. in a quantitative field such as Mathematics, Statistics, Physics, Computer Science, or Computational Finance.
  • Evidence of exemplary accomplishments either in academia or industry
  • A minimum of 3 years of experience in quantitative research, within a multi-strategy hedge fund environment.
  • Strong programming skills in Python, R, or C++, with a focus on Machine Learning libraries such as TensorFlow or scikit-learn.
  • Demonstrated success in developing and trading medium frequency statistical arbitrage strategies, with examples of applying Machine Learning techniques for predictive analytics.
  • Exceptional analytical skills, with a focus on data-driven decision-making.
  • High ethical standards and a commitment to maintaining the firm's reputation for integrity.

At Onyx Alpha Partners, we are committed to connecting the most sought after talent in the financial world, to opportunities that expand the universe of unconstrained performance within their chosen discipline. If this opportunity aligns with your career aspirations, we encourage you to apply and explore the potential for growth and unparalleled success.

Get your free, confidential resume review.
or drag and drop a PDF, DOC, DOCX, ODT, or PAGES file up to 5MB.

Similar jobs

Senior Associate Researcher (Project Management and Reporting): Equity Research Cooperative

Bryn Mawr College

Brynmawr

Remote

USD 95,000 - 110,000

6 days ago
Be an early applicant

Statistical Arbitrage Quant Researcher

JR United Kingdom

Milton Keynes

On-site

GBP 70,000 - 120,000

4 days ago
Be an early applicant

Statistical Arbitrage Quant Researcher

JR United Kingdom

Hemel Hempstead

On-site

GBP 80,000 - 120,000

4 days ago
Be an early applicant

Statistical Arbitrage Quant Researcher

JR United Kingdom

Peterborough

On-site

GBP 60,000 - 120,000

4 days ago
Be an early applicant

Statistical Arbitrage Quant Researcher

JR United Kingdom

Watford

On-site

GBP 70,000 - 120,000

4 days ago
Be an early applicant

Statistical Arbitrage Quant Researcher

JR United Kingdom

Colchester

On-site

GBP 75,000 - 120,000

4 days ago
Be an early applicant

Statistical Arbitrage Quant Researcher

JR United Kingdom

Luton

On-site

GBP 60,000 - 100,000

4 days ago
Be an early applicant

Statistical Arbitrage Quant Researcher

JR United Kingdom

Stevenage

On-site

GBP 70,000 - 120,000

4 days ago
Be an early applicant

Statistical Arbitrage Quant Researcher

JR United Kingdom

Bedford

On-site

GBP 70,000 - 120,000

4 days ago
Be an early applicant