Senior Quantitative Researcher

Alexander Chapman; New York (NY); On-site; USD 180,000 - 350,000; Full time

Job summary

Alexander Chapman in New York City seeks a Senior Quantitative Researcher for its Systematic Equities Statistical Arbitrage team. You will work on alpha signal development and large-scale data analysis, contributing to research-driven strategy refinement.

The role offers collaboration with top researchers and portfolio managers in a data-rich environment, with access to world-class infrastructure and datasets.

Qualifications

• Experience in systematic equity statistical arbitrage research.
• Experience developing alpha signals and systematic trading strategies.
• Strong programming skills (Python/C++) and experience with large datasets.
• Background at a leading hedge fund, prop trading firm, or systematic asset manager.

Skills

Statistical arbitrage

Alpha signal development

Programming (Python/C++)

Hedge fund background

Tools

Python

C++

Job description

Overview

Senior Quantitative Researcher - Systematic Equities (Statistical Arbitrage) | New York City

I'm currently working with a $5B+ AUM systematic hedge fund in the heart of NYC that is looking to hire a Senior Quantitative Researcher for its Systematic Equities Statistical Arbitrage team.

This is an exceptional opportunity to join a fund that has consistently delivered strong performance while attracting outstanding talent from some of the industry's leading quantitative firms. You'll be working alongside highly respected researchers and portfolio managers in a collaborative, research-driven environment with access to world-class infrastructure and datasets.

One of the most exciting aspects of this role is the flexibility it offers. If you're already managing capital or have a proven research strategy, there's an opportunity to join as a Sub-Portfolio Manager under an established PM, allowing you to continue running your book with the backing of a top-performing platform.

Qualifications

• A proven track record in systematic equity statistical arbitrage research.
• Experience developing alpha signals and systematic trading strategies.
• Strong programming skills (Python/C++) and experience working with large datasets.
• A background at a leading hedge fund, prop trading firm, or systematic asset manager.

If you're interested in learning more, or know someone who could be a great fit, feel free to reach out. Referrals are always welcome.