Senior Statistical Arbitrage Quant Researcher (Machine Learning Specialist)

The Firm: A prestigious multi-strategy hedge fund, managing assets of approximately $30 billion, is on the lookout for a top-tier Senior Quantitative Researcher specializing in mid-frequency statistical arbitrage strategies. Our client is globally recognized for their world-class technology, enabling efficient execution and a suite of strategies that consistently deliver outstanding returns across various asset classes. The Culture: The firm’s culture is rooted in meritocracy, consistently attracting and retaining the top quants and portfolio managers in the industry. The office environment encourages open discussions about the dynamic, fast-paced financial landscape, promoting the free flow of pertinent information and converting innovative ideas into tangible, effective trading strategies. The Role: We are actively seeking a Senior Quantitative Researcher with specialization in mid-frequency statistical arbitrage strategies, focusing on average holding periods of 3 to 10 days. As a key member of a high-performing statistical arbitrage trading pod, you will leverage your exemplary quantitative expertise and machine learning skills to develop, refine, and execute trading models that are both inventive and yield high returns. Key Responsibilities: Develop and implement advanced mid-frequency statistical arbitrage trading strategies with holding periods ranging from 3 to 10 days. Utilize novel machine learning techniques to analyze large datasets and uncover predictive signals. Work closely with portfolio managers to integrate and adapt strategies based on market insights into the broader portfolio. Stay abreast of current academic research and industry developments to ensure cutting-edge approaches and methodologies in statistical arbitrage trading. Requirements: Preferably a Ph.D. in a quantitative field such as Mathematics, Statistics, Physics, Computer Science, or Computational Finance. A competitive track record in ML quant research, specifically in mid-frequency statistical arbitrage trading, within a multi-strategy hedge fund environment or proprietary trading desk. Proficiency in programming languages like Python, or C++, with experience in data analysis, algorithmic development, and machine learning applications. Experience in developing and implementing trading strategies with average holding periods of 3 to 10 days, demonstrating the ability to handle large datasets effectively. At Onyx Alpha Partners , we are committed to connecting the most sought-after talent in the financial world to opportunities that expand the universe of unconstrained performance within their chosen discipline. If this opportunity aligns with your career aspirations, we encourage you to apply and explore the potential for growth and unparalleled success.