Quant Fund Recruiting Experienced Statistical Arbitrage Researcher / Hybrid Location

Responsibilities

• Alpha Research & Strategy Design : Partner with the research team to uncover trading opportunities, leveraging expertise in statistical arbitrage and quantitative research. Build, refine, and implement intraday and systematic trading strategies for global markets.
• Advanced Data Analysis : Analyze large-scale market data and time-series datasets, utilizing cutting-edge statistical methods to uncover actionable patterns and insights.
• Model Development & Validation : Develop, test, and continuously enhance predictive models and systematic strategies through rigorous back-testing, ensuring their robustness across diverse asset classes (, equities, currencies,modities, and fixed ie).
• Collaboration Across Teams : Coordinate closely with technology teams to integrate quantitative models with advanced trading infrastructure.
• Risk Assessment & Strategy Optimization : Apply in-depth knowledge of risk management principles to ensure that trading strategies operate within predefined risk parameters.

Key Qualifications

This role is open to candidates who have medium-frequency experience within statistical arbitrage. High-frequency experience is not fundamental.

If you are a quant researcher who is interested in working in a collaborative start-up environment with very good backing / peers and you want to be involved in all parts of the research / trading / coding – this is a perfect platform. Quants who are part of a larger team where they cannot get involved in all parts of the process and are just one of so many would find this ideal as a stepping stone into their career.

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