I'm currently working with a $5Bn AUM firm for a hire within their established London office for an Equity Stat Arb Quantitative Researcher. The firm was founded by a former Partner at one of the world's most successful hedge funds, where he led their systematic business that remains one of the most profitable in the industry. They launched a spin-off 2 years ago from the ground up, with a rigorous research process leveraging ML techniques and a unique team setup. The collaborative research team own the book collectively and have oversight of the entire investment process. They are interested in speaking with equity stat arb researchers with 2 years of experience either in a collaborative or pod environment. Joining at a foundational level will give you a better opportunity to progress and get wider exposure. They compensate well and have a meritocratic culture. Technical requirements: Undergrad, MS, or PhD candidates in finance, computer science, mathematics, statistics, machine learning, physics, or other scientific discipline Solid mathematical and analytical ability; exceptional problem-solving and modelling ability Demonstrated ability to complete high level, statistical or applied mathematical research Prior experience in a quantitative role within a trading environment a plus Experience in solving highly complex, data intensive problems Programming proficiency in any of the following: C++, Java, R, or Python Behavioural requirements: Strong research skills Self-motivated and highly-productive, with a strong sense of ownership and urgency Intellectually curious, creative, and rigorous Excellent communication and collaboration skills Meticulous attention to detail Able to work across disciplines Willing to take ownership of his/her work, working both independently and within a small team Driven and tenacious approach with desire to build something scratch