Quantitative Researcher, Equity Stat Arb

About the role

Analyze large datasets using statistical and machine learning methods to identify and combine alpha signals for global equity markets, primarily U.S. equities. Develop mid-frequency statistical arbitrage signals and strategies with holding periods of days to weeks. The role seeks a PhD-level candidate, ideally with 2–4 years of buy-side equity statistical arbitrage experience, though exceptional junior or academic candidates may be considered. Candidates should have strong statistical and machine learning modeling skills, experience with complex datasets, strong problem-solving abilities, proficiency in Python or C++, and a collaborative approach.