Equity Stat Arb Sub PM/Senior Quant Researcher
Permanent
Portfolio Management, Research
London, New York, Hong Kong, Singapore, Dubai
A leading multi-strategy hedge fund is seeking a Sub-Portfolio Manager or Senior Quantitative Researcher to join its Global Equity Statistical Arbitrage team. This is an outstanding opportunity to run or help build and manage equity stat arb strategies within a world-class, data-driven investment platform. The ideal candidate will have a strong background in signal research, alpha generation, portfolio construction, and execution optimization, with a proven track record in statistical arbitrage or related systematic equity strategies.
This role is open globally, with flexible location options across major financial hubs such as New York, London, Hong Kong, or Singapore. Candidates should have extensive experience in equities (developed or emerging markets), advanced programming skills (Python, C++, or similar), and a graduate degree (PhD preferred) in a quantitative field such as Computer Science, Applied Mathematics, or Physics.
Whether you're an experienced Senior QR ready to step into a Sub-PM role or a Sub-PM looking to scale your strategy with greater capital and infrastructure, this is a rare chance to work with one of the most sophisticated hedge funds in the world, with access to exceptional resources, technology, and cross-functional collaboration.
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