Experienced Statistical Arbitrage Researcher (Hybrid)

About the role

We are seeking a seasoned quantitative researcher to join our proprietary trading team. The role focuses on developing and deploying statistical arbitrage strategies across global markets, working in a collaborative start‑up environment with strong backing.

Key responsibilities

• Partner with the research team to identify and design intraday and systematic trading opportunities.
• Analyse large‑scale market and time‑series data using advanced statistical techniques.
• Develop, back‑test, and continuously improve predictive models for equities, currencies, commodities, and fixed income.
• Collaborate with technology engineers to integrate models into the trading infrastructure.
• Apply risk‑management principles to ensure strategies stay within defined risk limits.

Required profile

• Master’s or Ph.D. in Applied Mathematics, Statistics, Computer Science, Physics or a related quantitative discipline.
• 5+ years of experience in quantitative finance, systematic or proprietary trading.
• Proven track record of generating alpha through statistical arbitrage or market‑making research.
• Self‑starter capable of working independently in a fast‑paced, high‑pressure environment.

Required skills

• Strong proficiency in Python for data analysis.
• Solid programming experience in C++.
• Familiarity with machine‑learning techniques and frameworks.
• Expertise in statistical modelling, back‑testing, and handling large datasets.