Quantitative Researcher – Systematic Equity Statistical Arbitrage

About the role

Our client, a leading systematic multi‑strategy hedge fund, is expanding its Systematic Equities platform and seeks a Quantitative Researcher to design and implement statistical arbitrage strategies across global equity markets.

Key responsibilities

• Research, develop and deploy systematic statistical arbitrage strategies.
• Generate and evaluate novel alpha signals using rigorous quantitative methods.
• Design and maintain robust back‑testing and simulation frameworks.
• Enhance portfolio construction, risk modelling and execution to improve risk‑adjusted returns.
• Apply machine learning and advanced statistical techniques to large and alternative datasets.
• Collaborate with portfolio managers, researchers and engineers to move ideas from concept to production.

Required profile

• 3+ years of experience developing systematic equity statistical arbitrage strategies in a hedge fund, prop‑trading firm or quantitative asset manager.
• Proven track record of generating alpha through systematic research.
• MSc or PhD in Mathematics, Statistics, Computer Science, Physics, Engineering or a related quantitative discipline.
• Strong understanding of statistics, probability, time‑series analysis, optimisation and machine‑learning techniques.

Required skills

• Python programming.
• C++ programming.
• Machine‑learning and advanced statistical modelling.
• Time‑series analysis and optimisation.
• Handling large financial datasets and back‑testing frameworks.

What we offer

• Opportunity to work with leading quantitative researchers and portfolio managers.
• Access to world‑class infrastructure, extensive datasets and significant resources.
• Competitive salary (£150k‑£200k) plus performance‑based bonus.