Statistical Arbitrage Quant Researcher

JR United Kingdom; Stoke-on-Trent; On-site; GBP 70,000 - 120,000; Full time

Job summary

A leading multi-strategy hedge fund seeks a Statistical Arbitrage Quant Researcher to develop profitable trading models in a fast-paced environment. Ideal candidates will hold a Ph.D. and possess strong quantitative research and programming skills, contributing to innovative trading strategies while working with a high-performing team.

Qualifications

• Proven accomplishments in academia or industry.
• At least 3 years of quantitative research experience in a hedge fund setting.
• Strong programming skills with experience in ML libraries.

Responsibilities

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

Skills

Python

R

C++

Machine Learning

Data Analysis

Education

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

Job description

Job Title: Statistical Arbitrage Quant Researcher

Location: Stoke-on-Trent, United Kingdom

Company: Leading multi-strategy hedge fund managing ~$30 billion in assets.

About the Firm: A global firm known for excellence, utilizing advanced technology and data-driven strategies to achieve superior returns across asset classes.

Culture: Meritocratic environment valuing intellectual curiosity, collaboration, and innovation, fostering open dialogue and rapid idea development.

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

Key Responsibilities:

1. Design and implement medium frequency arbitrage strategies across various markets.
2. Optimize signal extraction and backtesting for model performance evaluation.
3. Collaborate with portfolio managers to incorporate new strategies.
4. Monitor market conditions and adjust models accordingly.
5. Stay updated with academic research to incorporate latest techniques.

Requirements:

1. Ph.D. in Mathematics, Statistics, Physics, Computer Science, or related field.
2. Proven accomplishments in academia or industry.
3. At least 3 years of quantitative research experience in a hedge fund setting.
4. Strong programming skills in Python, R, or C++, with experience in ML libraries like TensorFlow or scikit-learn.
5. Experience in developing and trading medium frequency arbitrage strategies, applying Machine Learning techniques.
6. Exceptional analytical and data-driven decision-making skills.
7. High ethical standards and integrity.

If interested, apply to join a firm committed to connecting top talent with exceptional opportunities for growth and success.