Job title: Quantitative Researcher - Equities Statistical Arbitrage
Location: London or New York (also open in Chicago, Hong Kong, Singapore, Dubai and Paris)
I’m working with a leading global systematic hedge fund that is growing its equities research effort. They have headcount across several stat arb teams and are hiring Quantitative Researchers to build and run mid-frequency strategies, with holding periods from intraday to a few weeks.
You’ll sit in an established team with significant capital behind it, plus the data, compute and execution infrastructure of a top multi-manager platform.
The role
Research and develop systematic alpha signals across global equity universesWork with price, fundamental and alternative data, from raw data through to production-ready signalsContribute to portfolio construction, risk modelling and transaction cost analysisTake strategies from research into live trading, then monitor and improve them
Requirements
3+ years researching systematic equities strategies that have traded live, at a hedge fund, prop trading firm,
Quantitative Researcher in London employer: Durlston Partners LLP
Durlston Partners LLP is an exceptional employer, offering a unique opportunity for a Hands-On CTO to shape the future of an innovative trading platform in the heart of London. With a flat organisational structure, you will work closely with the CEO and a senior team, fostering a collaborative work culture that encourages creativity and impactful decision-making. The company prioritises employee growth, providing ample opportunities for professional development and hands-on involvement in cutting-edge technology.
