Quantitative Researcher

Quantitative Researcher

My client is a systematic multi-strat hedge fund looking to expand its systematic equity effort. The fund is looking for a quantitative researcher with experience working on developing systematic stat arb equity strategies. The ideal candidate with have hands on experience in alpha research, data analysis and coding in Python and/or C++.

About the role

Alpha generation, backtesting and implementation

Designing and developing systematic stat arb trading strategies across global equity markets

Working on portfolio optimisation and the enhancement of existing trading models

Developing big data/ machine learning algorithms

About you

3+ years experience developing systematic stat arb trading strategies in equity markets

A MSc/PhD from a top-tier university in a quantitative subject

A strong background in mathematics and statistics, with good knowledge of statistical models and signal generation

Proficiency in back-testing, simulation, and statistical techniques

Proficiency in Python and/or C++