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++
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