Statistical Arbitrage Quant Researcher

JR United Kingdom; Southampton; On-site; GBP 60,000 - 90,000; Full time

Job summary

A leading multi-strategy hedge fund seeks a Statistical Arbitrage Quant Researcher specialized in Medium Frequency strategies. The ideal candidate will have a Ph.D. and strong programming skills, developing innovative trading models and strategies in a collaborative environment focused on excellence. The firm values meritocracy and innovation, providing an environment conducive to professional growth.

Qualifications

• At least 3 years of experience in quantitative research within a multi-strategy hedge fund.
• Proven accomplishments in academia or industry.
• High ethical standards and integrity.

Responsibilities

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

Skills

Programming in Python

Programming in R

Programming in C++

Machine Learning techniques

Analytical skills

Education

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

Tools

TensorFlow

scikit-learn

Job description

Statistical Arbitrage Quant Researcher

Location: Southampton, 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: Southampton

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. 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. It fosters an environment of open dialogue and innovation, transforming new 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 trading models that are innovative and profitable.

Key Responsibilities:

• Design and implement medium frequency statistical arbitrage strategies across various markets.
• Optimize signal extraction and backtesting to evaluate trading models.
• Collaborate with portfolio managers to integrate new strategies.
• Monitor market conditions and adjust parameters accordingly.
• Stay updated with the latest academic research in 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 like TensorFlow or scikit-learn.
• Experience in developing and trading medium frequency statistical arbitrage strategies, applying Machine Learning techniques.
• Excellent 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 role aligns with your career goals, we encourage you to apply.