Quant Researcher - Statistical Arbitrage & Trading Signals

Selby Jennings; New York (NY); On-site; USD 180,000 - 220,000; Full time

Job summary

A leading financial recruitment firm is looking for a Quantitative Researcher in New York City. This mid-senior level position involves collaborating with teams to conduct research and develop statistical arbitrage strategies. Candidates should have strong technical skills in Python and C++, an advanced degree in a quantitative field, and an understanding of statistical modeling. The role offers a competitive salary with a base pay range of $200,000 per year.

Qualifications

• Advanced degree in a quantitative field is required.
• Strong Python skills for data analysis are essential.
• C++ experience is desirable for production.

Responsibilities

• Conduct research to develop short-term statistical arbitrage signals.
• Analyze large-scale tick-level datasets to identify patterns.
• Collaborate with traders to design and refine strategies.

Skills

Python for data analysis

C++ experience

Statistical modeling

Time-series analysis

Machine learning techniques

Education

Advanced degree in Mathematics, Statistics, Computer Science, Physics, or Engineering

Tools

Tick-level datasets

Job description

A leading financial recruitment firm is looking for a Quantitative Researcher in New York City. This mid-senior level position involves collaborating with teams to conduct research and develop statistical arbitrage strategies. Candidates should have strong technical skills in Python and C++, an advanced degree in a quantitative field, and an understanding of statistical modeling. The role offers a competitive salary with a base pay range of $200,000 per year.