Quantitative Researcher
Alexander Chapman
Role Overview I am currently looking for an exceptional Quantitative Researcher / Trader to join one of the most impressive equities statistical arbitrage and alpha research teams in the space. This is a highly sophisticated, research-driven environment focused on systematically identifying and exploiting persistent inefficiencies across global equity markets. The team operates at the intersection of rigorous quantitative research, advanced data science, and real-world trading impact, where strong ideas are rapidly translated into production strategies. What You’ll Do Design, research, and implement equities statistical arbitrage and medium-frequency strategies Develop and enhance alpha signals across large-scale cross-sectional equity datasets Conduct rigorous factor research, signal validation, and performance attribution Build and refine portfolio construction and risk-aware systematic frameworks Work closely with trading and engineering teams to bring research into production What You Bring 2–5+ years in quantitative research, systematic trading, or alpha generation Strong experience in equities, statistical arbitrage, or factor-based investing Excellent programming skills (Python and/or C++) with a production mindset Deep understanding of data-driven research, signal development, and market behavior Proven ability to generate impactful research or live trading signals If you’ve built systematic equity strategies and want to operate in a top-tier, research-first environment where strong ideas directly translate into capital allocation, this is an outstanding opportunity. #J-18808-Ljbffr
Vacancy posted 5 days ago
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