Quantitative Equity Researcher, Systematic Strategies

Alexander Chapman; New York (NY); On-site; USD 140,000 - 230,000; Full time

Job summary

Alexander Chapman seeks a Systematic Equity Quantitative Researcher to develop and backtest systematic equity arbitrage strategies in a fast-paced research environment. You will build signals from price, volume, fundamentals, and alternative data, applying rigorous statistical methods.

The role requires strong Python and quantitative research skills, with experience in stat arb, factor modelling, or market-neutral approaches.

Qualifications

• Strong Python and quantitative research skills.
• Experience with stat arb, factor modelling, or market-neutral strategies preferred.
• Mid-Senior level.
• Full-time.

Responsibilities

• Research and develop systematic equity statistical arbitrage strategies.
• Build signals using price, volume, fundamental, and alternative data.
• Backtest, optimize, and validate alpha models across equity markets.
• Strong Python and quantitative research skills required.

Skills

Python

Quantitative research

Stat arb

Factor modelling

Market-neutral

Job description

Alexander Chapman seeks a Systematic Equity Quantitative Researcher to develop and backtest systematic equity arbitrage strategies in a fast-paced research environment. You will build signals from price, volume, fundamentals, and alternative data, applying rigorous statistical methods.

The role requires strong Python and quantitative research skills, with experience in stat arb, factor modelling, or market-neutral approaches.