Statistical Arbitrage Quant Researcher

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

Job summary

A leading multi-strategy hedge fund seeks a Statistical Arbitrage Quant Researcher in Swindon. The role involves designing innovative trading models and collaborating with portfolio managers while utilizing advanced programming and analytical skills in a dynamic environment. Ideal candidates hold a Ph.D. and possess substantial quantitative research experience, particularly in hedge funds.

Qualifications

• Ph.D. required; knowledge in Mathematics, Statistics, or Computational Finance.
• 3+ years of quantitative research experience, especially in hedge funds.
• Strong programming skills and experience with Machine Learning.

Responsibilities

• Design and implement medium frequency statistical arbitrage strategies.
• Collaborate with portfolio managers for strategy integration.
• Optimize model performance through backtesting.

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

Job description

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Statistical Arbitrage Quant Researcher, Swindon, Wiltshire

Location: Swindon, Wiltshire, 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 approximately $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 ideas into actionable trading strategies.

The Role:

We are looking for a Quant Researcher specialized in Medium Frequency Statistical Arbitrage 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 performance evaluation.
• Collaborate with portfolio managers to integrate new strategies.
• Monitor market conditions and adjust parameters accordingly.
• Stay updated with academic research and latest 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 in a multi-strategy hedge fund.
• Strong programming skills in Python, R, or C++, with experience in Machine Learning libraries.
• Experience in developing medium frequency statistical arbitrage strategies using Machine Learning.
• 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 role aligns with your career goals, apply now to explore this opportunity.