Quantitative Researcher

Job title: Quantitative Researcher - Equities Statistical Arbitrage

Location: London or New York (also open in Chicago, Hong Kong, Singapore, Dubai and Paris)I’m working with a leading global systematic hedge fund that is growing its equities research effort.

They have headcount across several stat arb teams and are hiring Quantitative Researchers to build and run mid-frequency strategies, with holding periods from intraday to a few weeks.You’ll sit in an established team with significant capital behind it, plus the data, compute and execution infrastructure of a top multi-manager platform.The roleResearch and develop systematic alpha signals across global equity universesWork with price, fundamental and alternative data, from raw data through to production-ready signalsContribute to portfolio construction, risk modelling and transaction cost analysisTake strategies from research into live trading, then monitor and improve themRequirements3+ years researching systematic equities strategies that have traded live, at a hedge fund, prop trading firm, bank QIS desk or quant asset managerStrong Python. C++ or kdb+ is a plusSolid grounding in statistics, time series analysis and machine learningRigorous approach to backtesting and avoiding overfittingDegree in mathematics, statistics, physics, computer science, engineering or a related quantitative field. A PhD is common but not essentialNice to haveExperience with alternative datasetsExposure to intraday signals or execution researchAbility to discuss past strategy performance (Sharpe ratio, capacity, turnover)What’s on offerHighly competitive base plus a bonus directly linked to performanceFlexibility on location across the firm’s global officesA collaborative research environment with a long track record in systematic equitiesIf this is of interest, please reach out!Hamish