Quant Fund Recruiting Experienced Statistical Arbitrage Researcher / Hybrid Location

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