Statistical Arbitrage Quant Researcher

JR United Kingdom; York; On-site; GBP 70,000 - 120,000; Full time

Job summary

A leading multi-strategy hedge fund based in London is seeking a Statistical Arbitrage Quant Researcher to develop innovative trading models. Ideal candidates hold a Ph.D. and possess substantial quantitative research experience. The firm emphasizes collaboration and intellectual curiosity, making it an excellent environment for ambitious professionals.

Qualifications

• Ph.D. preferred in relevant fields.
• 3+ years of quantitative research experience in hedge funds.
• Strong programming and Machine Learning experience.

Responsibilities

• Design and implement statistical arbitrage strategies.
• Optimize signal extraction and backtesting for models.
• Collaborate with portfolio managers on new strategies.

Skills

Programming in Python

Programming in R

Programming in C++

Machine Learning

Data-driven decision-making

Analytical skills

Education

Ph.D. in Mathematics, Statistics, Physics, Computer Science

Job description

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Statistical Arbitrage Quant Researcher, York

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Job Views:

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Posted:

16.06.2025

Expiry Date:

31.07.2025

Job Description:

Statistical Arbitrage Quant Researcher

Location: London

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 rapid innovation, where new ideas are transformed into actionable trading strategies.

The Role:

We seek 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 both innovative and profitable.

Key Responsibilities:

• Design and implement medium frequency statistical arbitrage strategies across markets.
• Optimize signal extraction and backtesting for trading model performance.
• Collaborate with portfolio managers to integrate new strategies.
• Monitor market conditions and adjust algorithms accordingly.
• Stay updated with academic research and latest quantitative techniques.

Requirements:

• Ph.D. in Mathematics, Statistics, Physics, Computer Science, or related fields preferred.
• Proven accomplishments in academia or industry.
• At least 3 years of quantitative research experience in a multi-strategy hedge fund environment.
• Strong programming skills in Python, R, or C++, with Machine Learning libraries.
• Experience in developing and trading medium frequency 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, we encourage you to apply.