11 of 11 Statistical Arbitrage Jobs in England

established mid-frequency equity team based in London. The team is looking for an exceptional senior quantitative researcher with experience working on equity statistical arbitrage strategies from end-to-end. The ideal hire would come from a top performing hedge fund and be confident in their ability … Requirements Advanced degree in a quantitative field such as Mathematics, Physics, Statistics, or Engineering from a top ranked university. 3+ years' experience with equity statistical arbitrage strategies doing alpha research. Demonstrated ability to harness large datasets to find alpha signals. Capacity to excel in a fast-paced environment. ...

specialist quantitative approach and is designed to deliver highly diversifying absolute returns for institutional portfolios. About the Role iSAM Helix is an Equities Statistical Arbitrage (StatArb) business line within iSAM Funds, which trades 24/6 globally. iSAM Helix has been live since 2021 and continues to evolve … testing, live trading, analytics, risk, position keeping and P&L. Responsibilities Develop and support complex quantitative StatArb strategies involving large‐scale data processing, sophisticated statistical modelling, portfolio construction and highly optimised execution. Build and maintain systems handling highly diversified equity portfolios. Monitor transaction costs and behaviour of a high ...

iSAM Securities is seeking a Quantitative Developer to join iSAM Helix, an Equities Statistical Arbitrage business line trading globally. You will contribute to research, development and live trading, leveraging a graph-based DAG framework for high-performance data processing. The ideal candidate has a strong Python background, expertise … with NumPy/Numba and Unix, plus experience in statistical methods and DAG data processing. #J-18808-Ljbffr ...

seeks a Senior Software Engineer to design, build, and operate research and production infrastructure for mid-frequency equity statistical arbitrage strategies. This is a hands‐on role covering data ingestion, research tooling, back testing, production deployment, and live execution integration. The ideal candidate will have ...

leading proprietary trading firm, is seeking an ambitious Equity Options Quant Trader to join the Vol Alpha Trading Team. This full-cycle role targets statistical arbitrage relative value volatility and dispersion trades across global equity options, with a current emphasis on US options. The role covers alpha discovery ...

willingness to challenge consensus. We are seeking a Senior Software Engineer to design, build, and operate research and production infrastructure for mid-frequency equity statistical arbitrage strategies. This is a hands-on engineering role with ownership across the full trading stack, including data ingestion, research tooling, back testing ...

willingness to challenge consensus. We are seeking a Senior Software Engineer to design, build, and operate research and production infrastructure for mid-frequency equity statistical arbitrage strategies. This is a hands-on engineering role with ownership across the full trading stack, including data ingestion, research tooling, back testing ...

willingness to challenge consensus. We are seeking a Senior Software Engineer to design, build, and operate research and production infrastructure for mid-frequency equity statistical arbitrage strategies. This is a hands‐on engineering role with ownership across the full trading stack, including data ingestion, research tooling, back testing ...

developing quantitative researchers, or of managing a research-driven portfolio with direct responsibility for profit and loss. - Deep expertise in at least one of statistical arbitrage, mid-frequency equities, futures relative value or market-making, with the breadth to evaluate research across these areas. Demonstrable experience of risk ...

will help build quantitative models, methodologies, and infrastructure to price, hedge, and trade financial products, advancing algorithmic trading and data-driven strategies such as statistical arbitrage. ABOUT THE PROGRAM Our Global Markets teams develop sophisticated solutions to help clients manage risk, increasereturnsand solve complex financial problems. We hold leadership ...

Quantitative Trading & Research Markets team at JPMorganChase, you will join a leading quantitative modeling group focused on systematic trading, financial engineering, data analytics, statistical modeling, and portfolio optimization. Job Summary You will work closely with traders, sales, marketing, technologists, and risk managers across products and regions. You will support … will help build quantitative models, methodologies, and infrastructure to price, hedge, and trade financial products, advancing algorithmic trading and data-driven strategies such as statistical arbitrage. ABOUT THE PROGRAM Our Global Markets teams develop sophisticated solutions to help clients manage risk, increase returns and solve complex financial problems. ...