Statistical Arbitrage Quant Researcher

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

Job summary

A leading multi-strategy hedge fund seeks a talented Statistical Arbitrage Quant Researcher in London, specializing in medium frequency strategies. You will design innovative trading models, collaborate with experts, and be part of a vibrant culture encouraging intellectual growth. This role demands a Ph.D. and significant experience in quantitative research.

Qualifications

• At least 3 years of experience in quantitative research within a multi-strategy hedge fund.
• Proven accomplishments in academia or industry.
• Success in developing and trading medium frequency strategies.

Responsibilities

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

Skills

Analytical Skills

Data-Driven Decision Making

Machine Learning

Programming in Python

Programming in R

Programming in C++

Education

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

Job description

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Statistical Arbitrage Quant Researcher, Preston, Lancashire

Location: Preston, Lancashire, 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

Locations: London

The Firm:

A leading multi-strategy hedge fund with ~$30 billion in assets under management seeks 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. Its culture encourages open dialogue and the transformation of novel ideas into actionable trading strategies.

The Role:

We are seeking 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 backtesting for trading model evaluation.
• Collaborate with portfolio managers to integrate new strategies.
• Monitor market conditions and adjust parameters accordingly.
• Stay updated with latest 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 within a multi-strategy hedge fund.
• Strong programming skills in Python, R, or C++, with experience in Machine Learning libraries.
• Success in developing and trading medium frequency strategies, applying Machine Learning techniques.
• Exceptional analytical skills and data-driven decision-making.
• High ethical standards and integrity.

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