Quantitative Researcher

Job description

Systematic Equity Stat Arb Quantitative Researcher

A leading systematic multi-strategy hedge fund is expanding its systematic equity team and is seeking a talented Quantitative Researcher with a proven track record in statistical arbitrage strategy development. This is a unique opportunity to join a high-performing team focused on developing and scaling alpha-driven strategies across global equity markets.

Key Responsibilities

• Conduct alpha research, backtesting, and implementation of systematic stat arb strategies

• Design and develop new quantitative trading models across global equity markets

• Optimize portfolio construction and enhance existing trading strategies

• Leverage big data and machine learning techniques to uncover new signals

• Collaborate with other researchers, engineers, and portfolio managers in a fast-paced environment

Ideal Candidate Profile

• 3+ years of experience developing systematic statistical arbitrage strategies in equity markets

• Advanced degree (MSc/PhD) in a quantitative discipline (e.g. Mathematics, Statistics, Computer Science, Engineering) from a top-tier university

• Strong foundation in mathematics, statistics and signal generation techniques

• Proficient in Python and/or C++ for research and model implementation

• Experience with backtesting, simulation frameworks and large-scale data analysis

• Exposure to machine learning and alternative data is a strong plus

Extra information

Status

Open

Education Level

Secondary School

Location

London Area

Type of Contract

Casual / Part Time Jobs

Published at

19-12-2025

Profession type

Accountancy

Full UK/EU driving license preferred

No

Car Preferred

No

Must be eligible to work in the EU

No

Cover Letter Required

No

Languages

English