Statistical Arbitrage Quant Researcher

JR United Kingdom; Sheffield; On-site; GBP 60,000 - 100,000; Full time

Job summary

A leading hedge fund in Sheffield is seeking a Statistical Arbitrage Quant Researcher to develop and implement quantitative trading strategies. Candidates should have a strong programming background, preferably with a Ph.D., and at least 3 years of quantitative research experience, particularly in medium frequency trading. This role offers the chance to work with innovative approaches in a global environment.

Qualifications

• Ph.D. preferred with 3+ years of quantitative research experience.
• Proficient in Python, R, or C++, and machine learning tools.
• Strong analytical and data-driven decision-making skills.

Responsibilities

• Design and implement medium frequency statistical arbitrage strategies.
• Optimize signal extraction and backtesting processes.
• Collaborate with portfolio managers on new strategies.

Skills

Python

R

C++

Machine Learning

Statistical Analysis

Education

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

Job description

Statistical Arbitrage Quant Researcher

Location: Sheffield, South Yorkshire, 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 Sheffield. The role involves developing and implementing quantitative trading strategies focused on statistical arbitrage across various markets. The ideal candidate will have strong programming skills, a solid background in quantitative research, and experience in trading medium frequency strategies.

Key Responsibilities:

• Design, develop, and implement medium frequency statistical arbitrage strategies.
• Optimize signal extraction and backtesting processes to evaluate trading model performance.
• Collaborate with portfolio managers to integrate new strategies.
• Monitor market conditions and adjust models accordingly.
• Stay updated with the latest academic research and quantitative techniques.

Requirements:

• Ph.D. in Mathematics, Statistics, Physics, Computer Science, or related field (preferred).
• At least 3 years of experience in quantitative research, preferably in hedge funds.
• Proficiency in Python, R, or C++, with experience in Machine Learning libraries like TensorFlow or scikit-learn.
• Proven success in developing medium frequency arbitrage strategies and applying Machine Learning techniques.
• Strong analytical skills and data-driven decision-making ability.
• High ethical standards and integrity.

If you meet these requirements and are interested in this opportunity, please apply to join a leading hedge fund with a global presence and innovative approach.