Statistical Arbitrage Quant Researcher

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

Job summary

A leading multi-strategy hedge fund seeks a Statistical Arbitrage Quant Researcher to develop profitable trading models. The role involves implementing medium frequency strategies and collaborating with portfolio managers. Ideal candidates will possess a Ph.D. and strong programming skills, contributing to data-driven trading decisions in an innovative environment.

Qualifications

• 3 years of experience in quantitative research at a multi-strategy hedge fund.
• Proven accomplishments in academia or industry.

Responsibilities

• Design and implement medium frequency statistical arbitrage strategies across markets.
• Optimize signal extraction and backtest trading models.
• Monitor market conditions and adjust algorithms accordingly.

Skills

Programming in Python

R

C++

Machine Learning techniques

Analytical skills

Education

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

Job description

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Statistical Arbitrage Quant Researcher, Cardiff

Location: Cardiff, United Kingdom

Job Category:

Other

EU work permit required:

Yes

Job Views:

3

Posted:

16.06.2025

Expiry Date:

31.07.2025

Job Description:

Statistical Arbitrage Quant Researcher

Location: Cardiff

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. The firm employs state-of-the-art technology and data-driven methodologies to achieve superior returns across various asset classes.

The Culture:

The firm values meritocracy, intellectual curiosity, collaboration, and excellence. It fosters an environment of open dialogue and innovative idea generation for trading strategies.

The Role:

We are looking for a Quant Researcher specialized in Medium Frequency Statistical Arbitrage strategies to join a high-profile trading team. You will develop and refine profitable trading models using your quantitative skills.

Key Responsibilities:

• Design and implement medium frequency statistical arbitrage strategies across markets.
• Optimize signal extraction and backtest trading models.
• Collaborate with portfolio managers to integrate new strategies.
• Monitor market conditions and adjust algorithms accordingly.
• Stay updated with academic research on quantitative techniques.

Requirements:

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

At Onyx Alpha Partners, we connect top talent with opportunities for growth and success. If this aligns with your career goals, we encourage you to apply.