Statistical Arbitrage Quant Researcher

JR United Kingdom; Kingston upon Hull; On-site; GBP 70,000 - 120,000; Full time

Job summary

A leading multi-strategy hedge fund is seeking a Statistical Arbitrage Quant Researcher to join their trading team in Kingston upon Hull. This role focuses on developing medium frequency trading strategies using advanced quantitative techniques and programming skills. Candidates should possess a Ph.D. and extensive experience in quantitative research, along with strong programming capabilities in Python and Machine Learning. This position offers the opportunity to innovate within a culture that values collaboration and excellence.

Qualifications

• Proven accomplishments in academia or industry.
• At least 3 years of experience in quantitative research in a hedge fund.
• Exceptional analytical skills and data-driven decision-making.

Responsibilities

• Design and implement medium frequency statistical arbitrage strategies.
• Optimize signal extraction and backtest trading models.
• Collaborate with portfolio managers to integrate new strategies.

Skills

Programming in Python

Statistical Analysis

Machine Learning

Quantitative Research

Education

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

Job description

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Statistical Arbitrage Quant Researcher, Kingston upon Hull, East Yorkshire

Location: Kingston upon Hull, East Yorkshire, 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: 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. 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 where open dialogue and innovative ideas are encouraged to develop actionable 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 trading models that are innovative and profitable.

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 in a multi-strategy hedge fund environment.
• Strong programming skills in Python, R, or C++, with experience in Machine Learning libraries.
• Experience in developing and trading medium frequency statistical arbitrage strategies using Machine Learning.
• Exceptional analytical skills and data-driven decision-making.
• High ethical standards and integrity.

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