Quant Researcher: Statistical Arbitrage & Alpha Signals

Alexander Chapman; New York (NY); On-site; USD 150,000 - 230,000; Full time

Job summary

Alexander Chapman is seeking a Quantitative Researcher to develop and enhance Statistical Arbitrage strategies across global markets. You will conduct alpha research, generate predictive signals, and analyze large-scale datasets, collaborating with traders and engineers to deploy production-ready strategies. Strong programming skills in Python required; knowledge of C++ is a plus. An advanced quantitative degree is preferred.

Qualifications

• Background in statistical arbitrage or systematic equity research.
• Experience researching alpha signals, portfolio construction, or execution models.
• Proficient in Python; knowledge of C++ is a plus.

Responsibilities

• Conduct alpha research and generate predictive signals.
• Analyze large-scale market and alternative datasets.
• Collaborate with traders and engineers to deploy production-ready strategies.

Skills

Stat Arb / systematic equity research

Alpha signal research

Python programming

C++ (plus)

Education

Advanced degree in Mathematics/Statistics/CS/Physics/Engineering

Job description

Alexander Chapman is seeking a Quantitative Researcher to develop and enhance Statistical Arbitrage strategies across global markets. You will conduct alpha research, generate predictive signals, and analyze large-scale datasets, collaborating with traders and engineers to deploy production-ready strategies. Strong programming skills in Python required; knowledge of C++ is a plus. An advanced quantitative degree is preferred.