Data Collection Researcher

Systematic Equity Stat Arb Quantitative Researcher A leading systematic multi-strategy hedge fund is expanding its systematic equity team and is seeking a talented Quantitative Researcher with a proven track record in statistical arbitrage strategy development. This is a unique opportunity to join a high-performing team focused on developing and scaling alpha-driven strategies across global equity markets. Key Responsibilities Conduct alpha research, backtesting, and implementation of systematic stat arb strategies Design and develop new quantitative trading models across global equity markets Optimize portfolio construction and enhance existing trading strategies Leverage big data and machine learning techniques to uncover new signals Collaborate with other researchers, engineers, and portfolio managers in a fast-paced environment Ideal Candidate Profile ~5+ years of experience developing systematic statistical arbitrage strategies in equity markets ~ Advanced degree (MSc/PhD) in a quantitative discipline (e.g. Mathematics, Statistics, Computer Science, Engineering) from a top-tier university ~ Strong foundation in mathematics, statistics and signal generation techniques ~ Proficient in Python and/or C++ for research and model implementation ~ Experience with backtesting, simulation frameworks and large-scale data analysis ~ Exposure to machine learning and alternative data is a strong plus