Quantitative Researcher - MFT Stat-Arb

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

Quantitative Researcher – MFT Equity Stat Arb

A leading hedge fund in New York is looking to hire an experienced Quantitative Researcher to join its systematic equities team.

The role will focus on medium-frequency equity statistical arbitrage, with a strong emphasis on alpha research, signal development, portfolio construction, and systematic strategy development.

Key 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 strategies across a broad universe of equities.


• Work closely with portfolio managers, quantitative researchers, and developers to take ideas from research through to production.


• Contribute to portfolio construction, risk modelling, and signal combination.


• Analyse large and complex datasets to identify patterns and market inefficiencies.


• Continuously evaluate and improve existing strategies, models, and research processes.

Requirements

• Strong academic background in a quantitative discipline such as Mathematics, Statistics, Computer Science, Physics, Engineering, or a related field.


• Several years of experience in quantitative research, ideally within systematic equities.


• Strong experience developing alpha signals and statistical arbitrage strategies.


• Experience with medium-frequency / intraday trading strategies.


• Strong understanding of portfolio construction, risk, and statistical modelling.


• Excellent programming skills in Python; experience with C++ is a plus.


• Strong analytical and problem-solving abilities.


• Experience working with large financial datasets and building robust research pipelines.

The Opportunity

• Join an established and highly respected systematic hedge fund.


• Work on strategies with a direct link between quantitative research and live trading.


• High level of ownership over research and alpha generation.


• Collaborate with experienced quantitative researchers and portfolio managers.


• Competitive compensation and strong long-term career progression.


• New York-based role with a highly technical and research-driven environment.