Description

We are currently supporting a leading systematic trading firm specialising in leveraging advanced quantitative research, data science, and cutting-edge technology to capture opportunities across global markets.

We are seeking a Senior Quant Researcher to join the Equities StatArb team, focusing on market-neutral, high-capacity strategies that are data-driven, research-intensive, and scalable across regions. This role will serve as the number 2 to the CIO, and will be essential in contributing fresh perspectives and original strategy ideas.
Key Responsibilities

• Research and develop systematic equity stat-arb strategies using large-scale datasets.
• Identify and evaluate novel alpha signals across short- and medium-term horizons.
• Conduct rigorous statistical testing, simulation, and portfolio optimization.
• Mentor junior researchers and contribute to the overall research culture.

Qualifications

• 5+ years of experience in quantitative research, with a strong track record in equities statistical arbitrage.
• Advanced degree (PhD or MSc) in a quantitative field such as Mathematics, Statistics, Computer Science, Physics, or Machine Learning.
• Proficiency in Python (preferred), C++ or other programming languages commonly used in research and production.
• Deep knowledge of time-series analysis, econometrics, and machine learning methods.
• Familiarity with portfolio construction, risk modeling, and transaction cost analysis.

Given the importance of this role, the compensation package is tailorable for the right candidate.