Quantitative Researcher

Systematic Equity Stat Arb Quantitative Researcher A leading systematic multi-strategy hedge fund is expanding its systematic equity team and is seeking a talented Quantitative Researcher with a proven track record in statistical arbitrage strategy development. This is a unique opportunity to join a high-performing team focused on developing and scaling alpha-driven strategies across global equity markets. Key Responsibilities • Conduct alpha research, backtesting, and implementation of systematic stat arb strategies • Design and develop new quantitative trading models across global equity markets • Optimize portfolio construction and enhance existing trading strategies • Leverage big data and machine learning techniques to uncover new signals • Collaborate with other researchers, engineers, and portfolio managers in a fast-paced environment Ideal Candidate Profile • 3 years of experience developing systematic statistical arbitrage strategies in equity markets • Advanced degree (MSc/PhD) in a quantitative discipline (e.g. Mathematics, Statistics, Computer Science, Engineering) from a top-tier university • Strong foundation in mathematics, statistics and signal generation techniques • Proficient in Python and/or C++ for research and model implementation • Experience with backtesting, simulation frameworks and large-scale data analysis • Exposure to machine learning and alternative data is a strong plus

Location: London, GB

Posted Date: 5/1/2025