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- Tasks: Develop and refine innovative trading models for medium frequency statistical arbitrage strategies.
- Company: Join a leading hedge fund with $30 billion in assets, known for excellence and innovation.
- Benefits: Enjoy a collaborative culture, cutting-edge technology, and opportunities for professional growth.
- Why this job: Be part of an elite team where your ideas can directly impact trading strategies and success.
- Qualifications: Ph.D. in a quantitative field and 3+ years of experience in quantitative research required.
- Other info: Strong programming skills in Python, R, or C++ are essential; ethical standards are a must.
The predicted salary is between 43200 - 72000 £ per year.
A leading multi-strategy hedge fund with ~$30 billion in assets under management is seeking an exceptional Medium Frequency Statistical Arbitrage Quant Researcher. With a global footprint and a reputation for excellence, our client employs state-of-the-art technology and data-driven methodologies to achieve superior returns across various asset classes.
The firm is built on a foundation of meritocracy, attracting and retaining the industry's leading quants and portfolio managers. They value intellectual curiosity, collaboration, and a commitment to excellence. The collaborative culture encourages open dialogue about the dynamic and rapidly changing environment, where information flows freely and novel ideas are transformed into actionable trading strategies.
We are actively looking for a Quant Researcher specialized in Medium Frequency Statistical Arbitrage strategies to work for a high profile trading pod with an exceptional track record. As a key member of this elite research team, you will have the opportunity to apply your astute quantitative skills to develop and refine trading models that are both innovative and profitable.
Key Responsibilities:- Design and implement medium frequency statistical arbitrage strategies across various markets from end to end.
- Optimize the way in which the team extracts maximum value from signals, and backtesting to evaluate the performance of trading models.
- Collaborate with portfolio managers to integrate new market microstructure strategies into the existing portfolio.
- Continuously monitor market conditions to adjust parameters and algorithms accordingly.
- Maintain a strong understanding of academic research to keep the team updated with the latest quantitative techniques and theories.
- Preferably a Ph.D. in a quantitative field such as Mathematics, Statistics, Physics, Computer Science, or Computational Finance.
- Evidence of exemplary accomplishments either in academia or industry.
- A minimum of 3 years of experience in quantitative research, within a multi-strategy hedge fund environment.
- Strong programming skills in Python, R, or C++, with a focus on Machine Learning libraries such as TensorFlow or scikit-learn.
- Demonstrated success in developing and trading medium frequency statistical arbitrage strategies, with examples of applying Machine Learning techniques for predictive analytics.
- Exceptional analytical skills, with a focus on data-driven decision-making.
- High ethical standards and a commitment to maintaining the firm's reputation for integrity.
If this opportunity aligns with your career aspirations, we encourage you to apply and explore the potential for growth and unparalleled success.
Statistical Arbitrage Quant Researcher employer: Onyx Alpha Partners
Contact Detail:
Onyx Alpha Partners Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Statistical Arbitrage Quant Researcher
✨Tip Number 1
Familiarise yourself with the latest trends in statistical arbitrage and quantitative finance. Follow industry leaders on social media and read relevant research papers to stay updated. This knowledge will not only help you during interviews but also demonstrate your genuine interest in the field.
✨Tip Number 2
Network with professionals already working in hedge funds or quantitative research roles. Attend industry conferences, webinars, or local meetups to connect with like-minded individuals. Building these relationships can lead to valuable referrals and insights about the hiring process.
✨Tip Number 3
Showcase your programming skills by contributing to open-source projects or creating your own portfolio of quantitative models. Highlighting your practical experience with Python, R, or C++ will set you apart from other candidates and demonstrate your ability to apply theoretical knowledge in real-world scenarios.
✨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. Being well-prepared will boost your confidence and help you tackle any technical questions that may arise during the interview process.
We think you need these skills to ace Statistical Arbitrage Quant Researcher
Some tips for your application 🫡
Tailor Your CV: Make sure your CV highlights your quantitative skills and relevant experience in statistical arbitrage. Include specific examples of your work with trading models and any programming languages you are proficient in, such as Python or R.
Craft a Compelling Cover Letter: In your cover letter, express your passion for quantitative research and your understanding of medium frequency statistical arbitrage strategies. Mention how your background aligns with the firm's culture of collaboration and excellence.
Showcase Your Achievements: Provide concrete examples of your accomplishments in previous roles, particularly those that demonstrate your ability to develop and implement successful trading strategies. Highlight any use of machine learning techniques in your work.
Prepare for Technical Questions: Anticipate technical questions related to quantitative finance and statistical methods during the interview process. Brush up on your knowledge of market microstructure and be ready to discuss how you would approach developing new trading models.
How to prepare for a job interview at Onyx Alpha Partners
✨Showcase Your Quantitative Skills
Be prepared to discuss your quantitative background in detail. Highlight specific projects or research you've conducted, especially those related to statistical arbitrage. Use examples that demonstrate your ability to develop and refine trading models.
✨Demonstrate Programming Proficiency
Since strong programming skills are crucial for this role, be ready to talk about your experience with Python, R, or C++. If possible, bring examples of code or projects where you utilised Machine Learning libraries like TensorFlow or scikit-learn.
✨Understand Market Microstructure
Familiarise yourself with market microstructure concepts as they are essential for integrating new strategies into existing portfolios. Be prepared to discuss how you would monitor market conditions and adjust algorithms accordingly.
✨Emphasise Collaboration and Communication
This firm values a collaborative culture, so highlight your experience working in teams. Discuss how you’ve effectively communicated complex ideas to non-technical stakeholders and collaborated with portfolio managers to achieve common goals.
