Statistical Arbitrage Quant Researcher

JR United Kingdom; Manchester; On-site; GBP 70,000 - 100,000; Full time

Job summary

A leading firm in Manchester is seeking a Statistical Arbitrage Quant Researcher to develop and implement quantitative trading strategies focused on statistical arbitrage. The ideal candidate will have a Ph.D. and extensive experience in quantitative research, along with strong programming skills in Python, R, or C++. This is an opportunity to work with a team leveraging cutting-edge technology for superior returns.

Qualifications

• At least 3 years of experience in quantitative research.
• Experience in Machine Learning libraries preferred.
• Proven track record in developing statistical arbitrage strategies.

Responsibilities

• Design and implement statistical arbitrage strategies.
• Backtest and optimize trading models.
• Collaborate with portfolio managers on strategy integration.

Skills

Strong programming skills

Analytical skills

Data-driven decision-making

Education

Ph.D. in Mathematics, Statistics, Physics, Computer Science, or related fields

Tools

Python

R

C++

Job description

Statistical Arbitrage Quant Researcher

Location: Manchester, United Kingdom

Job Category: Other

EU work permit required: Yes

Job Description:

We are seeking a Statistical Arbitrage Quant Researcher to join our team in Manchester. The role involves developing and implementing quantitative trading strategies focused on statistical arbitrage across various markets. The candidate will work closely with portfolio managers to optimize trading models and adapt to changing market conditions.

Key Responsibilities:

• Design and implement statistical arbitrage strategies.
• Backtest and optimize trading models.
• Collaborate with portfolio managers on strategy integration.
• Monitor market conditions and adjust strategies accordingly.
• Stay updated with the latest academic research and quantitative techniques.

Requirements:

• Ph.D. in Mathematics, Statistics, Physics, Computer Science, or related fields preferred.
• At least 3 years of experience in quantitative research within a multi-strategy hedge fund or similar environment.
• Strong programming skills in Python, R, or C++, with experience in Machine Learning libraries.
• Proven track record in developing medium frequency statistical arbitrage strategies.
• Excellent analytical skills and data-driven decision-making ability.
• High ethical standards.

If you are interested in this opportunity, please apply to join a leading firm employing cutting-edge technology and data-driven strategies to achieve superior returns.