Statistical Arbitrage Quant Researcher

JR United Kingdom; Leeds; On-site; GBP 80,000 - 120,000; Full time

Job summary

Une société de fonds spéculatifs de premier plan recherche un chercheur quantitatif en arbitrage statistique à fréquence moyenne à Leeds. Vous serez chargé de développer des modèles de trading rentables et de collaborer avec des gestionnaires de portefeuille pour intégrer de nouvelles stratégies. Ce poste nécessite une forte expertise en mathématiques et en programmation, ainsi qu'une expérience significative dans l'industrie.

Qualifications

• Au moins 3 ans d'expérience en recherche quantitative dans un hedge fund multi-stratégies.
• Succès dans le développement de modèles d'arbitrage statistique à fréquence moyenne.

Responsibilities

• Concevoir et mettre en œuvre des stratégies d'arbitrage statistique à fréquence moyenne sur les marchés.
• Optimiser l'extraction de signaux et tester les modèles de trading.

Skills

Programming (Python, R, C++)

Machine Learning

Analytical Skills

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, Leeds, West Yorkshire

Location: Leeds, West 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: Leeds

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. Our client 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 innovation, transforming ideas into 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 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 and 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.
• Success in developing medium frequency statistical arbitrage strategies and applying Machine Learning for predictive analytics.
• 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.