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Systematic Equity Statistical Arbitrage Quant Researcher

Our 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++.


  • 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


  • 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 physics, 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++
  • CQF preferred

Apply for this position