full-time
Quantitative Researcher - Statistical Arbitrage - Hedge Fund
Tempest Vane Partners
- Employer
- Tempest Vane Partners
- Location
- London
- Working pattern
- on-site
About the role
Conduct original quantitative research to develop and implement systematic trading strategies for Equities or FX Statistical Arbitrage. Analyze complex datasets to identify predictive signals and manage the full strategy-development lifecycle from research to production. Requires a Master's or PhD in a STEM discipline and professional experience in systematic Equities or FX trading. Candidates must possess strong programming skills in Python or C++ and deep knowledge of statistical-arbitrage and time-series analysis.