Description

Join the most profitable team at a leading multi-strategy investment firm. This group is the engine behind the fund's largest PnL, driving performance across global equities, options, and futures.

We're looking for a high-performing Quantitative Researcher with experience in global equity stat arb, futures stat arb, or volatility arbitrage to help push the boundaries of systematic trading.

Why This Role Stands Out:

• Be part of the firm's top alpha-generating team
• Collaborate with world-class scientists, engineers, and traders in a tight-knit, intellectually rigorous environment
• Solve complex problems using cutting-edge data science, machine learning, and optimization techniques

What You'll Do:

• Design and test predictive signals to forecast asset prices
• Analyze large, diverse datasets to uncover trading insights
• Build and refine statistical and machine learning models
• Develop robust research infrastructure for simulation, execution, and portfolio optimization

What We're Looking For:

• Proven experience in equities stat arb, futures stat arb, or vol arb
• Strong quantitative background (Math, CS, Physics, etc.)
• A collaborative mindset and passion for solving hard problems in a high-impact setting

This is a rare opportunity to join a high-performing team where your ideas and contributions directly drive trading success. Reach out or apply to learn more.