Quantitative Researcher

2 months ago

England, United Kingdom Selby Jennings Full time

The client, a leading mid-high frequency hedge fund, are looking for Systematic researchers with equity stat arb experience.

Responsibilities:

  • Develop and enhance statistical arbitrage trading strategies in equity markets.
  • Analyse large datasets to identify and exploit market inefficiencies.
  • Backtest and implement trading strategies using Python, R, or MATLAB.
  • Monitor and evaluate strategy performance; refine models based on results.
  • Work with portfolio manager directly.

Requirements:

  • Advanced degree in a quantitative field (e.g., Mathematics, Statistics, Computer Science, Physics).
  • Strong programming skills in Python, R, MATLAB, or similar.
  • Experience with statistical analysis, machine learning, and data manipulation.
  • Knowledge of financial markets and trading concepts.
  • Excellent problem-solving skills and attention to detail.
  • Ability to work in a collaborative, fast-paced environment.

What They Offer:

  • Competitive salary and performance-based bonuses.
  • Comprehensive benefits package including health insurance, retirement plans, and paid time off.
  • Professional development opportunities and support for continuing education.
  • Access to state-of-the-art technology and resources.
  • Collaborative and inclusive work environment.
  • Opportunities to work on cutting-edge research and innovative projects.

If interested, please apply directly or reach out to me, on harry.moore(at)selbyjennings.com

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