Quantitative Researcher – Medium-Frequency Equity Arbitrage

Alexander Chapman; New York (NY); On-site; USD 140,000 - 210,000; Full time

Job summary

Alexander Chapman, a leading hedge fund in New York, is seeking a Quantitative Researcher to join its MFT Equity Stat Arb team. The role focuses on medium-frequency equity statistical arbitrage, alpha research, signal development, and systematic strategy development.

You will work with PMs and developers to bring ideas from research to production, build robust research pipelines, and advance portfolio construction and risk modelling.

Qualifications

• Advanced degree in a quantitative field with strong mathematical foundation.
• Several years of quantitative research experience in equities or financial markets.
• Proven ability to develop alpha signals and statistical arbitrage strategies.
• Proficient Python programming; C++ is a plus.

Responsibilities

• Conduct quantitative research across US equities, identifying new sources of systematic alpha.
• Develop, test, and validate predictive signals and systematic trading strategies.
• Research medium-frequency statistical arbitrage across a broad universe of equities.
• Collaborate with portfolio managers, researchers, and developers to take ideas from research through to production.
• Contribute to portfolio construction, risk modelling, and signal combination.
• Analyse large datasets to identify patterns and market inefficiencies.
• Continuously evaluate and improve existing strategies, models, and research processes.

Skills

Python

C++

Mathematics

Statistics

Analytical thinking

Problem solving

Quantitative research

Education

Master's or PhD in Mathematics/Statistics/CS/Physics/Engineering

Tools

NumPy

Pandas

Git

Python ecosystem

Job description

Alexander Chapman, a leading hedge fund in New York, is seeking a Quantitative Researcher to join its MFT Equity Stat Arb team. The role focuses on medium-frequency equity statistical arbitrage, alpha research, signal development, and systematic strategy development.

You will work with PMs and developers to bring ideas from research to production, build robust research pipelines, and advance portfolio construction and risk modelling.