Tempest Vane Partners
Quantitative Researcher - Statistical Arbitrage - Hedge Fund
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The Client
My client is a highly successful quantitative trading firm headquartered in London. The business has an exceptional long-term track record developing systematic strategies across multiple asset classes, geographies and trading horizons.
They are looking for an experienced Quantitative Researcher specialising in Equities or FX Statistical Arbitrage to join one of their established research teams. This is an opportunity to take genuine ownership of the research, implementation and continued development of sophisticated systematic trading strategies.
What You'll Get
- An opportunity to join one of London’s most successful and highly regarded quantitative trading firms.
- A collaborative, research-led environment with an exceptionally high talent density.
- Significant autonomy and ownership throughout the full strategy-development lifecycle.
- Access to industry-leading proprietary data, research tools and trading infrastructure.
- The opportunity to work alongside outstanding quantitative researchers, technologists and senior investment professionals.
- Excellent career progression, with the potential to lead research projects and ultimately take responsibility for strategies end-to-end.
- A market-leading compensation package, including a generous base salary and performance-related bonus.
- A comprehensive benefits package, including pension, private healthcare and life assurance.
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What You'll Do
- Conduct original quantitative research into Equities or FX Statistical Arbitrage strategies.
- Analyse large and complex datasets to identify persistent predictive signals and exploitable market inefficiencies.
- Develop statistical forecasting models and translate research insights into robust systematic trading strategies.
- Design and perform rigorous backtests, simulations and out-of-sample validation.
- Research portfolio construction, risk modelling, transaction costs and execution.
- Collaborate closely with other quantitative researchers and engineers to implement strategies within a live production environment.
- Monitor and improve the performance, robustness and scalability of new and existing models.
- Take increasing ownership of strategies across the complete research and investment lifecycle.
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What You'll Need
- A Master’s or PhD from a leading university in a STEM discipline.
- Professional quantitative research experience within systematic Equities or FX trading.
- In-depth knowledge of statistical-arbitrage research and systematic alpha generation.
- A demonstrable track record of original research, predictive-signal development or trading-strategy enhancement.
- Strong knowledge of statistics, time-series analysis, portfolio construction and robust backtesting methodologies.
- Experience working with large, complex and potentially noisy financial datasets.
- Strong programming skills in Python, C++ or another relevant research language.
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