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++