Position: Senior Quantitative Researcher - Mid-Frequency Statistical Arbitrage
Location: London
A leading hedge fund is seeking a Senior Quantitative Researcher to join its mid-frequency statistical arbitrage equity team based in London. This role is ideal for a highly experienced professional with over 5 years of expertise in developing and implementing stat arb strategies within equity markets. You will have the opportunity to lead research efforts, work on high-impact projects, and collaborate closely with a world-class team.
Key Responsibilities:
- Develop, refine, and implement mid-frequency statistical arbitrage strategies for equity markets.
- Conduct deep quantitative research to identify new alpha signals and improve existing models.
- Oversee the full lifecycle of strategy development, from idea generation and backtesting to live trading and performance monitoring.
- Collaborate with portfolio managers and other researchers to optimize strategy performance and ensure risk-adjusted returns.
- Stay ahead of market trends and advancements in quantitative finance to maintain a competitive edge.
Requirements:
- Over 5 years of hands-on experience in quantitative research, with a focus on mid-frequency statistical arbitrage strategies in equity markets.
- Exceptional programming skills in Python, C++, or a similar language, with experience in high-performance computing.
- Strong expertise in statistical modeling, machine learning, and working with large datasets.
- A proven track record of developing successful trading strategies in live environments.
- Excellent problem-solving skills, with the ability to lead and collaborate in a fast-paced environment.
This is a rare opportunity to take on a senior role within a high-performing team and make a significant impact in the systematic equity space.
