Equity Statistical Arbitrage Quantitative Researcher
Permanent
Research
London, New York
This role is with a globally renowned hedge fund recognized for its leadership in quantitative and systematic trading strategies. The firm is known for leveraging cutting-edge research, proprietary data, and advanced technology to generate alpha in global financial markets, with a particular focus on equity statistical arbitrage strategies.
The Equity Statistical Arbitrage Quantitative Researcher will be responsible for developing, testing, and implementing systematic strategies to identify and exploit pricing inefficiencies in global equity markets. The ideal candidate will combine deep quantitative expertise with a strong understanding of statistical arbitrage techniques, working closely with a collaborative team of researchers and technologists to drive innovation and performance.
Key Responsibilities:
- Develop and implement systematic equity statistical arbitrage strategies across global markets.
- Conduct rigorous research and analysis to identify patterns, anomalies, and mispricings in equity markets.
- Utilize advanced statistical, econometric, and machine learning techniques to model and forecast price behaviors.
- Backtest and validate trading strategies using large-scale historical data, ensuring robustness and scalability.
- Collaborate with data engineers to access and process proprietary datasets for research and strategy development.
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