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Senior Quant Researcher – US Equities Statistical Arbitrage

A quantitative hedge fund is currently expanding their Equities Stat Arb business and looking for a Snr Quant Researcher to take the number 2 spot in a single book structure. Compensation will be PnL driven, based on ownership of signals. You must have no desire to be a PM to feel comfortable in this role but have a solid understanding of alpha research, signal filtering, signal selection and signal calibration. Man management experience will be a bonus.

  • Exceptional in Python or C++ development.
  • Extensive signal generation experience.
  • Alpha Research experience.
  • US/EU Equities Statistical Arbitrage experience.
  • CQF a bonus.

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