Quantitative Researcher - #2083424
eFinancialCareers
Date: 6 hours ago
City: London
Contract type: Full time
Work schedule: Full day
£150,000 - 200,000 GBP
Performance Based Bonus
Onsite WORKING
Location: Central London, Greater London - United Kingdom Type: Permanent
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
Performance Based Bonus
Onsite WORKING
Location: Central London, Greater London - United Kingdom Type: Permanent
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
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