Quant Fund Recruiting Experienced Statistical Arbitrage Researcher / Hybrid Location - eFinancialCareers : Job Details

Key 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 (e.g., equities, currencies, commodities, and fixed income).
• 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

• Educational Background: Master’s or Ph.D. in Applied Mathematics, Statistics, Computer Science, Physics, or a related quantitative field.
• Professional Expertise:
  • Demonstrated experience with statistical arbitrage strategies, high-frequency trading, or market-making.
  • 5+ years of experience in quantitative finance, systematic trading, or proprietary trading environments.
  • Proven ability to generate alpha through rigorous financial modeling, statistical analysis, and innovative research methods.
• Technical Proficiency:
• Strong expertise in Python (particularly for data analysis) and proficiency in C++.
• Familiarity with machine learning techniques and frameworks.
• Advanced skills in analyzing complex datasets, implementing models, and applying statistical methods to trading environments.
• Exceptional problem-solving abilities, particularly in managing complex datasets and implementing innovative solutions.
• A self-starter with a demonstrated ability to work independently in a fast-paced, high-pressure environment.
• Core Competencies:

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.

If you're a driven quantitative professional with deep expertise in statistical arbitrage and a passion for cutting-edge trading strategies, we encourage you to apply. Please send a PDF CV to