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
Job ID AMC*GWO*ARB1
Anson McCade is a specialist recruitment agency focusing on four primary sectors: Quant Research, Trading & Risk; Digital & Data Analytics; IT & Cyber...
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