Find a job 
Featured Companies 
Featured Universities 
For Companies At a Glance
- Tasks: Join our team to design and implement innovative trading strategies using statistical arbitrage.
- Company: We are a dynamic quant fund focused on cutting-edge trading solutions in global markets.
- Benefits: Enjoy a hybrid work environment with opportunities for professional growth and collaboration.
- Why this job: Be part of a collaborative start-up culture where your contributions directly impact trading success.
- Qualifications: Master’s or Ph.D. in a quantitative field with 5+ years in quantitative finance required.
- Other info: Ideal for quants seeking hands-on experience in all aspects of research and trading.
The predicted salary is between 48000 - 72000 £ per year.
Job DescriptionKey ResponsibilitiesAlpha Research & Strategy Design: Partner with the research team to uncover trading opportunities, leveraging expertise in statistical arbitrage and quantitative research. Build, refine, and implement intraday and systematic trading strategies for global markets.Advanced Data Analysis: Analyze large-scale market data and time-series datasets, utilizing cutting-edge statistical methods to uncover actionable patterns and insights.Model Development & Validation: Develop, test, and continuously enhance predictive models and systematic strategies through rigorous back-testing, ensuring their robustness across diverse asset classes (e.g., equities, currencies, commodities, and fixed income).Collaboration Across Teams: Coordinate closely with technology teams to integrate quantitative models with advanced trading infrastructure.Risk Assessment & Strategy Optimization: Apply in-depth knowledge of risk management principles to ensure that trading strategies operate within predefined risk parameters.Key QualificationsEducational Background: Master’s or Ph.D. in Applied Mathematics, Statistics, Computer Science, Physics, or a related quantitative field.Professional Expertise:Demonstrated experience with statistical arbitrage strategies, high-frequency trading, or market-making.5+ years of experience in quantitative finance, systematic trading, or proprietary trading environments.Proven ability to generate alpha through rigorous financial modeling, statistical analysis, and innovative research methods.Technical Proficiency:Strong expertise in Python (particularly for data analysis) and proficiency in C++.Familiarity with machine learning techniques and frameworks.Advanced skills in analyzing complex datasets, implementing models, and applying statistical methods to trading environments.Exceptional problem-solving abilities, particularly in managing complex datasets and implementing innovative solutions.A self-starter with a demonstrated ability to work independently in a fast-paced, high-pressure environment.Core Competencies:This role is open to candidates who have medium-frequency experience within statistical arbitrage. High-frequency experience is not fundamental.If you are a quant researcher who is interested in working in a collaborative start-up environment with very good backing/peers and you want to be involved in all parts of the research/trading/coding – this is a perfect platform. Quants who are part of a larger team where they cannot get involved in all parts of the process and are just one of so many would find this ideal as a stepping stone into their career.If you\’re a driven quantitative professional with deep expertise in statistical arbitrage and a passion for cutting-edge trading strategies, we encourage you to apply. Please send a PDF CV to quants@ekafinance.com #J-18808-Ljbffr
Quant Fund Recruiting Experienced Statistical Arbitrage Researcher / Hybrid Location employer: JobLeads GmbH
Contact Detail:
JobLeads GmbH Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Quant Fund Recruiting Experienced Statistical Arbitrage Researcher / Hybrid Location
✨Tip Number 1
Network with professionals in the quantitative finance space. Attend industry conferences, webinars, or local meetups to connect with others who work in statistical arbitrage and trading. This can help you learn about job openings and get referrals.
✨Tip Number 2
Showcase your technical skills by working on personal projects or contributing to open-source initiatives related to quantitative research. This not only enhances your portfolio but also demonstrates your passion and expertise in Python and C++.
✨Tip Number 3
Stay updated on the latest trends and developments in statistical arbitrage and quantitative finance. Follow relevant blogs, podcasts, and research papers to ensure you can discuss current topics during interviews.
✨Tip Number 4
Prepare for technical interviews by practising problem-solving and coding challenges that focus on statistical methods and data analysis. Familiarise yourself with common algorithms and their applications in trading strategies.
We think you need these skills to ace Quant Fund Recruiting Experienced Statistical Arbitrage Researcher / Hybrid Location
Some tips for your application 🫡
Tailor Your CV: Make sure your CV highlights your experience in statistical arbitrage and quantitative research. Emphasise any relevant projects or roles that demonstrate your ability to generate alpha and work with complex datasets.
Craft a Compelling Cover Letter: Write a cover letter that showcases your passion for quantitative finance and your specific interest in the role. Mention how your background aligns with the key responsibilities outlined in the job description, particularly in model development and risk assessment.
Highlight Technical Skills: Clearly list your technical proficiencies, especially in Python and C++. If you have experience with machine learning techniques, make sure to include that as well, as it is highly relevant to the role.
Showcase Collaboration Experience: Since the role involves working closely with technology teams, provide examples of past collaborations. Highlight any experiences where you successfully integrated quantitative models with trading infrastructure or worked in a team-oriented environment.
How to prepare for a job interview at JobLeads GmbH
✨Showcase Your Technical Skills
Be prepared to discuss your proficiency in Python and C++. You might be asked to solve a coding problem or explain how you've used these languages in past projects, so brush up on relevant libraries and frameworks.
✨Demonstrate Your Analytical Thinking
Expect questions that assess your ability to analyse large datasets and identify patterns. Prepare examples of how you've applied statistical methods in your previous roles, particularly in developing trading strategies.
✨Highlight Collaboration Experience
Since the role involves working closely with technology teams, be ready to discuss your experience in collaborative environments. Share specific instances where you successfully integrated quantitative models with trading infrastructure.
✨Prepare for Risk Management Discussions
Understand the principles of risk management as they relate to trading strategies. Be ready to explain how you've applied these principles in your work, especially in ensuring strategies operate within risk parameters.
