Quantitative Researcher

Anson McCade
11 March 2024
London, UK


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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