The client, a leading mid-high frequency hedge fund, are looking for Systematic researchers with equity stat arb experience.
Responsibilities:
- Develop and enhance statistical arbitrage trading strategies in equity markets.
- Analyse large datasets to identify and exploit market inefficiencies.
- Backtest and implement trading strategies using Python, R, or MATLAB.
- Monitor and evaluate strategy performance; refine models based on results.
- Work with portfolio manager directly.
Requirements:
- Advanced degree in a quantitative field (e.g., Mathematics, Statistics, Computer Science, Physics).
- Strong programming skills in Python, R, MATLAB, or similar.
- Experience with statistical analysis, machine learning, and data manipulation.
- Knowledge of financial markets and trading concepts.
- Excellent problem-solving skills and attention to detail.
- Ability to work in a collaborative, fast-paced environment.
What They Offer:
- Competitive salary and performance-based bonuses.
- Comprehensive benefits package including health insurance, retirement plans, and paid time off.
- Professional development opportunities and support for continuing education.
- Access to state-of-the-art technology and resources.
- Collaborative and inclusive work environment.
- Opportunities to work on cutting-edge research and innovative projects.
If interested, please apply directly or reach out to me, on harry.moore(at)selbyjennings.com
