Statistical Arbitrage Quant Researcher

JR United Kingdom; Liverpool; On-site; GBP 70,000 - 110,000; Full time

Job summary

A leading multi-strategy hedge fund seeks a Statistical Arbitrage Quant Researcher in Liverpool. This role involves designing and refining statistical arbitrage strategies, collaborating closely with portfolio managers, and leveraging advanced analytical skills and programming expertise. The ideal candidate will possess a Ph.D. and experience in a quantitative research role, thriving in a meritocratic and collaborative culture.

Qualifications

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

Responsibilities

• Design and implement medium frequency statistical arbitrage strategies across markets.
• Optimize signal extraction and backtesting for performance evaluation.
• Collaborate with portfolio managers to integrate new strategies.

Skills

Programming in Python

Programming in R

Programming in C++

Machine Learning

Analytical Skills

Education

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

Job description

Statistical Arbitrage Quant Researcher

Location:

Liverpool, 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: Liverpool, United Kingdom

Company: A leading multi-strategy hedge fund with ~$30 billion in assets under management, employing state-of-the-art technology and data-driven methodologies to achieve superior returns across various asset classes.

The Culture: Meritocratic environment valuing intellectual curiosity, collaboration, and excellence. The culture promotes open dialogue, rapid information flow, and transformation of ideas into trading strategies.

The Role: Seeking a Quant Researcher specialized in Medium Frequency Statistical Arbitrage strategies to develop and refine profitable trading models within a high-profile team.

Key Responsibilities:

1. Design and implement medium frequency statistical arbitrage strategies across markets.
2. Optimize signal extraction and backtesting for performance evaluation.
3. Collaborate with portfolio managers to integrate new strategies.
4. Monitor market conditions to adjust parameters.
5. Stay updated with latest academic research in quantitative techniques.

Requirements:

1. Ph.D. in Mathematics, Statistics, Physics, Computer Science, or Computational Finance preferred.
2. Proven accomplishments in academia or industry.
3. Minimum 3 years of quantitative research experience in a multi-strategy hedge fund environment.
4. Strong programming skills in Python, R, or C++, with Machine Learning libraries.
5. Experience in developing and trading medium frequency strategies using Machine Learning.
6. Exceptional analytical skills and data-driven decision-making.
7. High ethical standards and integrity.

At Onyx Alpha Partners, we connect top talent with opportunities for growth and success. If this role aligns with your career goals, apply now to explore this exciting opportunity.