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Systematic Equity Statistical Arbitrage Portfolio Manager / Quant Trader

Our client is a mid sized hedge fund in the systematic trading/ quant finance space. They are looking to hire a quant PM in the quant equity/ stat arb space with a live track record and strong quantitative background. My client is offering a strong upside opportunity with a culture dedicated to innovation and low turnover. They provide a robust infrastructure and the ability to maximize exposure given the size of the fund.


  • Managing a quant / stat arb portfolio in cash equities or equity futures
  • Researching and developing new signals/ trade ideas
  • Managing portfolio construction and risk
  • Work alongside quant and development support in roll out of trading strategy and/or infra


  • 5 years+ experience in quant/ systematic trading firm
  • Multi-year track record managing investment portfolio
  • A MSc/PhD from a top-tier university
  • A strong background in physics, mathematics or statistics, with good knowledge of statistical models and signal generation
  • Proficiency in back-testing, simulation, and statistical techniques
  • Data-mining skills paired up with data analysis skills. Previous experience operating with a large amount of tick/data would be beneficial
  • Strong programming skills in Python or C++
  • CQF preferred

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