Selby Jennings
Stat Arb Quantitative Researcher
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Equity Stat Arb Quantitative Researcher - London
A leading, multi-manager hedge fund with +$5Bn AuM is looking to grow an established mid-frequency equity team based in London.
The team is looking for an exceptional senior quantitative researcher with experience working on equity statistical arbitrage strategies from end-to-end. The ideal hire would come from a top performing hedge fund and be confident in their ability to independently manage risk.
The hedge fund prides itself on its high-quality data, robust infrastructure, and competitive salaries. In this pod, the right candidate would be doing alpha research, working closely with the Portfolio Manager and other team members, engaging with the whole investment process.
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Responsibilities
- Working alongside the PM on alpha research, from idea generation to backtesting for systematic strategies.
- Contributing to the research and trading pipeline, including Risk and Factor Modelling.
Requirements
- Advanced degree in a quantitative field such as Mathematics, Physics, Statistics, or Engineering from a top ranked university.
- 3+ years' experience with equity statistical arbitrage strategies doing alpha research.
- Demonstrated ability to harness large datasets to find alpha signals.
- Capacity to excel in a fast-paced environment.
- Strong coding skills in at least one of the following programming languages: Python, R, Matlab, and /or C++, C#.
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