Quantitative Researcher – Stat Arb
Join the most profitable team at a leading multi-strategy investment firm. This group is the engine behind the fund’s largest PnL, driving performance across global equities, options, and futures. We’re looking for a high-performing Quantitative Researcher with experience in global equity stat arb, futures stat arb, or volatility arbitrage to help push the boundaries of systematic trading.
Why This Role Stands Out:
- Be part of the firm’s top alpha-generating team
- Collaborate with world-class scientists, engineers, and traders in a tight-knit, intellectually rigorous environment
- Solve complex problems using cutting-edge data science, machine learning, and optimization techniques
What You’ll Do:
- Design and test predictive signals to forecast asset prices
- Analyze large, diverse datasets to uncover trading insights
- Build and refine statistical and machine learning models
- Develop robust research infrastructure for simulation, execution, and portfolio optimization
What We’re Looking For:
- Proven experience in equities stat arb, futures stat arb, or vol arb
- Strong quantitative background (Math, CS, Physics, etc.)
- A collaborative mindset and passion for solving hard problems in a high-impact setting
This is a rare opportunity to join a high-performing team where your ideas and contributions directly drive trading success. Reach out or apply to learn more.