At a Glance
- Tasks: Join a dynamic team to design and implement systematic trading strategies.
- Company: A leading international trading firm with a focus on innovation and performance.
- Benefits: Enjoy competitive salaries, bonuses based on performance, and relocation support.
- Other info: Ideal for those with 2+ years in statistical arbitrage and a passion for data.
- Why this job: Make a real impact in the fast-paced world of US equities intraday trading.
- Qualifications: Advanced degree in a quantitative field and programming skills in C++, C#, or Python.
The predicted salary is between 48000 - 72000 £ per year.
A leading international systematic trading firm is looking to bring on a talented mid level statistical arbitrage quantitative researcher/trader in London to help in the design, development, and implementation of systematic trading strategies. You’ll be working alongside experienced industry professionals on projects including alpha research, risk management, and portfolio construction, and will have the chance to see the direct impact of your work on the business. This will be US equities intraday trading.
Essential Skills:
- Advanced degree in a quantitative subject or PhD (Mathematics, Physics, Computer Science, Engineering etc.).
- Programming experience in one major language (C++, C#, Python etc.).
- Alpha researcher from an equities/stat-arb background.
- Non competes of less than 12 months.
- At least 2 years working within this space.
Desired Skills:
- Prior experience or internships in systematic alpha research is beneficial.
- Prior experience or internships in automated market making is beneficial.
- Experience working with large data sets.
This position will allow you to get a PnL cut for bonuses in addition to a top base salary. Happy to relocate people from around the world!
Quantitative Researcher/Trader Stat Arb employer: LinkedIn
As a leading international systematic trading firm based in London, we pride ourselves on fostering a dynamic and collaborative work culture that empowers our employees to thrive. With a strong focus on professional development, you will have access to unparalleled growth opportunities while working alongside seasoned experts in the field. Our competitive compensation package, including a PnL cut for bonuses, coupled with the vibrant atmosphere of London, makes us an exceptional employer for those seeking a meaningful and rewarding career in quantitative research and trading.
StudySmarter Expert Advice🤫
We think this is how you could land Quantitative Researcher/Trader Stat Arb
✨Tip Number 1
Network with professionals in the quantitative trading space. Attend industry conferences, webinars, or local meetups to connect with people who work in systematic trading. This can help you gain insights into the role and potentially get referrals.
✨Tip Number 2
Brush up on your programming skills, especially in Python or C++. Consider working on personal projects or contributing to open-source projects that demonstrate your ability to develop trading algorithms or analyse large data sets.
✨Tip Number 3
Stay updated on market trends and statistical arbitrage strategies. Read relevant research papers, follow industry blogs, and engage in online forums to deepen your understanding of the field and show your passion during interviews.
✨Tip Number 4
Prepare for technical interviews by practising problem-solving and coding challenges related to quantitative finance. Websites like LeetCode or HackerRank can be great resources to sharpen your skills and get comfortable with the types of questions you might face.
We think you need these skills to ace Quantitative Researcher/Trader Stat Arb
Some tips for your application 🫡
Tailor Your CV:Make sure your CV highlights your advanced degree in a quantitative subject and relevant programming experience. Emphasise any specific projects or roles that relate to statistical arbitrage and systematic trading.
Craft a Strong Cover Letter:In your cover letter, express your passion for quantitative research and trading. Mention your experience with alpha research and how it aligns with the firm's goals. Be specific about your contributions in previous roles.
Showcase Relevant Skills:Clearly outline your programming skills, especially in languages like Python, C++, or C#. Provide examples of how you've used these skills in past projects, particularly in relation to equities or statistical arbitrage.
Highlight Team Collaboration:Since you'll be working alongside experienced professionals, mention any past experiences where you collaborated on projects. This could include teamwork in research, risk management, or portfolio construction, showcasing your ability to contribute effectively.
How to prepare for a job interview at LinkedIn
✨Showcase Your Technical Skills
Make sure to highlight your programming experience, especially in languages like Python or C++. Be prepared to discuss specific projects where you've applied these skills, as this will demonstrate your capability to contribute to systematic trading strategies.
✨Demonstrate Your Quantitative Knowledge
Since the role requires an advanced understanding of quantitative subjects, brush up on key concepts from mathematics, physics, or engineering. Be ready to explain how you’ve applied these concepts in previous roles, particularly in statistical arbitrage or alpha research.
✨Prepare for Case Studies
Expect to tackle case studies or technical questions during the interview. Practise solving problems related to risk management and portfolio construction, as this will showcase your analytical thinking and problem-solving abilities relevant to the role.
✨Ask Insightful Questions
Prepare thoughtful questions about the firm's trading strategies, team dynamics, and future projects. This not only shows your genuine interest in the position but also helps you assess if the company aligns with your career goals.
