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Statistical Arbitrage Quant Researcher, West Midlands
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Job Category:
Other
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EU work permit required:
Yes
Job Views:
3
Posted:
16.06.2025
Expiry Date:
31.07.2025
Job Description:
Statistical Arbitrage Quant Researcher
Location: London
The Firm:
A leading multi-strategy hedge fund with ~$30 billion in assets under management is seeking an exceptional Medium Frequency Statistical Arbitrage Quant Researcher. The firm employs state-of-the-art technology and data-driven methodologies to achieve superior returns across various asset classes.
The Culture:
The firm values meritocracy, intellectual curiosity, collaboration, and excellence. It fosters an environment of open dialogue and rapid innovation in trading strategies.
The Role:
We seek a Quant Researcher specialized in Medium Frequency Statistical Arbitrage strategies to join a high-profile trading team. You will develop and refine trading models that are innovative and profitable.
Key Responsibilities:
* Design and implement medium frequency statistical arbitrage strategies.
* Optimize signal extraction and backtesting for model evaluation.
* Collaborate with portfolio managers on market microstructure strategies.
* Monitor market conditions to adjust algorithms.
* Stay updated with academic research on quantitative techniques.
Requirements:
* Ph.D. in Mathematics, Statistics, Physics, Computer Science, or Computational Finance preferred.
* Proven accomplishments in academia or industry.
* At least 3 years of experience in quantitative research within a multi-strategy hedge fund.
* Strong programming skills in Python, R, or C++, with Machine Learning libraries.
* Experience developing and trading medium frequency strategies using Machine Learning.
* Excellent analytical and data-driven decision-making skills.
* High ethical standards.
At Onyx Alpha Partners, we connect top talent with opportunities for growth and success. If this role aligns with your career goals, apply now to explore your potential.
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