Snabbfakta
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- London
Ansök senast: 2024-12-01
Academic and Researcher Experience Lead
Lead Quantitative Researcher - Equity Statistical ArbitrageA Multi-Billion Hedge fund is seeking an experienced QR to lead the strategy development and portfolio construction for their top-performing Equity Statistical Arbitrage desk. In this role, you will be responsible for conducting alpha research, identifying and evaluating potential alpha signals through rigorous data analysis and implementing backtested systematic strategies into production.
Responsibilities:Lead a team of QRs conducting alpha research to optimize and generate high-performing equity statistical arbitrage strategies.Collaborate with the best academic minds in software engineering to implement trading strategies into production.Manage risk effectively to optimize trading performance.Investigate and implement new trading products and strategies.
Qualifications:Experience in systematic equities trading.Bachelor's or Master's degree in a quantitative field such as Mathematics, Physics, Statistics, Computer Science, or related fields.Strong coding skills in languages such as Python, C++, or Java.
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