Systematic Equity Stat Arb 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++