Durlston Partners
Quantitative Researcher
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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 universes
- Work with price, fundamental and alternative data, from raw data through to production-ready signals
- Contribute to portfolio construction, risk modelling and transaction cost analysis
- Take strategies from research into live trading, then monitor and improve them
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Requirements
- 3+ years researching systematic equities strategies that have traded live, at a hedge fund, prop trading firm, bank QIS desk or quant asset manager
- Strong Python. C++ or kdb+ is a plus
- Solid grounding in statistics, time series analysis and machine learning
- Rigorous approach to backtesting and avoiding overfitting
- Degree in mathematics, statistics, physics, computer science, engineering or a related quantitative field. A PhD is common but not essential
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Nice to have
- Experience with alternative datasets
- Exposure to intraday signals or execution research
- Ability to discuss past strategy performance (Sharpe ratio, capacity, turnover)
What’s on offer
- Highly competitive base plus a bonus directly linked to performance
- Flexibility on location across the firm’s global offices
- A collaborative research environment with a long track record in systematic equities
If this is of interest, please reach out!
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