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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~5+ 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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Level

Senior L5

Location

New York, NY

Occupation

Financial Quantitative Analysts

Industry

Portfolio Management and Investment Advice

Posted

2 days ago

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