Quantitative Researcher

Systematic Equity Stat Arb Quantitative Researcher My client is a systematic multi-strat hedge fund looking to expand its systematic equity effort.
The fund is looking for a quantitative researcher with experience working on developing systematic stat arb equity strategies.
The ideal candidate with have hands on experience in alpha research, data analysis and coding in Python and/or C++.
About the role ? Alpha generation, backtesting and implementation ? Designing and developing systematic stat arb trading strategies across global equity markets ? Working on portfolio optimisation and the enhancement of existing trading models ? Developing big data/ machine learning algorithms About you ? 3 years experience developing systematic stat arb trading strategies in equity markets ? A MSc/PhD from a top-tier university in a quantitative subject ? A strong background in mathematics and statistics, with good knowledge of statistical models and signal generation ? Proficiency in back-testing, simulation, and statistical techniques ? Proficiency in Python and/or C++