12 Statistical Arbitrage Jobs

Lead Quantitative Researcher - Equity Statistical Arbitrage A Multi-Billion Hedge fund are seeking a experienced QR to lead the strategy development and portfolio construction for there there top performing Equity Statistical Arbitrage desk. In this role, you will be responsible for conducting alpha research, identifying and … analysis and implementing backtested systematic strategies into production. Responsibilities: Lead a team of QRs conducting alpha research to optimize and generate high performing equity statistical arbitrage strategies. Collaborate with the best academic minds in software engineering to implement trading strategies into production. Manage risk effectively to optimize trading … performance. Investigate and implement new trading products and strategies. Qualifications: Experience in systematic equities trading, preferably statistical arbitrage strategies. Bachelor's or Master's degree in a quantitative field such as Mathematics, Physics, Statistics, Computer Science, or related fields. A track record of successful alpha generation with a more »

Senior Quantitative Researcher - Equity Statistical Arbitrage A Market Leading Trading Firm are seeking a highly skilled and experienced QR to join there top performing Equity Statistical Arbitrage desk. In this role, you will be responsible for conducting alpha research, identifying and evaluating potential alpha signals through … rigorous data analysis and implementing backtested systematic strategies into production. Responsibilities: Design, and conduct alpha research to optimize and generate high performing equity statistical arbitrage strategies. Collaborate with the best academic minds in engineering to continually improve existing strategies and trading infrastructure. Manage risk effectively to optimize trading … performance. Investigate and implement new trading products and strategies. Qualifications: Experience in systematic equities trading, preferably statistical arbitrage strategies. Bachelor's or Master's degree in a quantitative field such as Mathematics, Physics, Statistics, Computer Science, or related fields. A track record of successful alpha generation with a more »

machine learning, computer science, engineering, quantitative finance, or economics 3+ years of work experience in systematic alpha research in cash equities, with exposures to statistical arbitrage or alternative data research Fluency in data science practices, e.g., feature engineering. Experience with machine learning is a plus Experience with signal more »

Futures, Options or Swaps. Core focus will be working on high-frequency alpha strategies. Key Role Responsibilities: Utilizing ML methodologies to develop and implement statistical arbitrage strategies. Investigating and generating novel trading concepts by analyzing market data. Designing features and models to forecast the behavior of hundreds or … ML) models for HFT strategies. Familiarity and hands-on experience with ML pipelines tailored for distinct or combined exchanges. Demonstrated expertise in constructing intricate statistical arbitrage strategies, capitalizing on price differentials among multiple instruments. Eagerness to deepen understanding of high-frequency trading principles and their application across numerous more »

signals through rigorous data analysis and developing and analysing pricing models. Responsibilities: Design, and conduct alpha research to optimize and generate high performing equity statistical arbitrage strategies. Build and validate pricing models ensuring the validity of their outputs. Collaborate with the best academic minds in engineering to continually more »

client is a systematic, multi-strategy hedge fund, seeking to grow its systematic equity business. They require an experienced quant PM skilled in developing statistical arbitrage equity strategies. The ideal candidate will possess expertise in alpha research, data analysis, and Python and/or C++ programming; and will … investment portfolio MSc/PhD from a top tier university Strong technical background in mathematics and statistics Good technical knowledge of, and proficiency in, statistical models, signal generation, back-testing, simulation and statistical techniques Data-mining and analysis skills with previous experience in working with large datasets would more »

computer science, engineering, quantitative finance, or economics. • Possess over 3 years of professional experience in systematic alpha research within cash equities, with exposure to statistical arbitrage or exploring alternative data. • Exhibit fluency in data science methodologies, such as proficient feature engineering, with additional experience in machine learning being more »

A leading international systematic trading firm is looking to bring on a talented mid level statistical arbitrage quantitative researcher/trader in New York to help in the design, development, and implementation of systematic trading strategies. You’ll be working alongside experienced industry professionals on projects including alpha more »

Responsibilities: Develop and implement mid-frequency systematic equity trading strategies in collaboration with our research and data analytics teams. Utilize advanced quantitative techniques and statistical models to analyse market data and identify potential investment opportunities. Manage and optimize existing systematic equity portfolios, ensuring alignment with investment objectives and risk … Sharpe of at least 1.5. Strong proficiency in programming languages such as Python or R for data analysis and strategy development. Expertise in utilizing statistical tools and machine learning techniques to develop trading strategies and improve performance. Deep understanding of equity markets, factor models, and portfolio optimization techniques. more »

primary focus on: idea generation, data gathering and research/analysis, model implementation and backtesting for systematic equity strategies Combine sound financial insights and statistical learning techniques to explore, analyze, and harness a large variety of datasets in order to build strong predictive models which will be deployed to more »

Our client, a raplidly expanding systematic hedge fund, hope to hire a Quantitaive Researcher to work alongside a senior Equity Stat-Arb PM. Responsibilities: Research, develop and participate in all aspects of systematic trading; from data ingestion, hypothesis generation, and more »

We are working with one of the most established Hedge Funds in the world, this role sits in their London office with a new PM looking for a systematic equities researcher. This is a new pod specialised in MFT of more »