Stat Arb Quantitative Researcher (Short-Horizon) — Global Multi-Strategy Platform

Quantitative Researcher (Short‑Horizon Alpha) — Global Multi-Strategy Platform

This range is provided by Onyx Alpha Partners. Your actual pay will be based on your skills and experience — talk with your recruiter to learn more.

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Quantitative Researcher (Short‑Horizon Alpha) — Global Multi‑Strategy Platform

Location: New York, London or Dubai | Onsite

Base pay range

Quantitative Researcher (Short‑Horizon Alpha) — Global Multi‑Strategy Platform

The Mandate

This is a high‑velocity seat within an established pod designed for a researcher obsessed with microstructure and short‑term alpha. You will join a leading multi‑strategy platform to drive the research and development of predictive signals across global equities and futures. The scope is clear: identify inefficiencies in the order book, model liquidity dynamics, and build strategies with holding periods ranging from seconds to hours. This is a pure alpha role where research speed directly correlates to production deployment.

Why This Seat

• Microstructure Edge: Access high‑fidelity, tick‑level data and low‑latency infrastructure tailored specifically for capturing short‑horizon opportunities.
• Fast‑Cycle Research: Operate in an environment with tight feedback loops—move from hypothesis to simulation to live trading rapidly.
• Ownership: Take meaningful ownership of your research direction, from signal generation through to execution logic.

What You’ll Do

• Generate Alpha: Design and refine short‑horizon predictive signals across global equities and futures (horizons: seconds → hours).
• Analyze Microstructure: Dig deep into order‑book behaviour, liquidity patterns, and execution‑driven inefficiencies to extract maximum alpha.
• Simulate with Precision: Build robust, execution‑aware backtests that rigorously account for transaction costs, slippage, and market impact.
• Deploy & Optimize: Push signals into production with disciplined risk management and continuously iterate on models to enhance stability and performance.

What You Bring

• Experience: 2–7+ years in quantitative research with a focus on short‑term alpha, market microstructure, or intraday systematic strategies.
• Technical: Strong programming skills in Python are essential; proficiency in C++ or kdb+ is a strong plus.
• Market Intuition: Deep familiarity with tick‑level data, execution modeling, and high‑frequency market behaviour.
• Operating Style: Demonstrated empirical intuition and the ability to work in a fast‑paced environment where research cycles are measured in days or weeks, not months.

Compensation & Preferences

• Non‑compete: 12 month maximum is preferred.
• Compensation: $200-300k+ benefits; P&L participation negotiable for outstanding candidates. (This is not a guarantee of compensation or salary; a final offer amount may vary based on factors including but not limited to experience, domain expertise, and geographic location.)

Apply Now

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.

Seniority level: Mid‑Senior level

Employment type: Full‑time

Job function: Finance

Industries: Financial Services, Capital Markets, and Investment Management