Statistical Arbitrage Quant Researcher

JR United Kingdom; Crawley; On-site; GBP 70,000 - 120,000; Full time

Job summary

A leading multi-strategy hedge fund is seeking a Statistical Arbitrage Quant Researcher in Crawley. Ideal candidates will hold a Ph.D. and possess strong quantitative skills, with experience in developing profitable trading models. Join a dynamic team and leverage your expertise in a collaborative environment focused on excellence.

Qualifications

• 3+ years of experience in quantitative research within a multi-strategy hedge fund environment.
• Evidence of exemplary accomplishments in academia or industry.
• Strong programming skills in Python, R, or C++ with focus on ML libraries.

Responsibilities

• Design and implement medium frequency statistical arbitrage strategies across various markets.
• Optimize value extraction from signals and backtest trading models.
• Collaborate with portfolio managers to integrate market microstructure strategies.

Skills

Programming in Python

Programming in R

Programming in C++

Machine Learning

Statistical Analysis

Data-driven Decision Making

Education

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

Job description

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Statistical Arbitrage Quant Researcher, crawley, west sussex

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Client:

Location:

crawley, west sussex, United Kingdom

Job Category:

Other

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EU work permit required:

Yes

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Job Views:

3

Posted:

16.06.2025

Expiry Date:

31.07.2025

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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.