full-time
Stat Arb Quantitative Researcher
Selby Jennings
- Employer
- Selby Jennings
- Location
- London
- Working pattern
- on-site
About the role
The role involves conducting alpha research from idea generation to backtesting for systematic equity strategies. The researcher will also contribute to the trading pipeline, specifically focusing on risk and factor modelling. Candidates must hold an advanced quantitative degree and have over 3 years of experience in equity statistical arbitrage. Proficiency in coding languages such as Python, R, Matlab, or C++ is required.