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Senior Quantitative Researcher/Sub-PM - Stat Arb Equity

Employer
Selby Jennings
Location
Manhattan, USA
Salary
USD400000 - USD800000 per year
Closing date
Dec 29, 2023

View more

Job Function
Other
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
I am currently working with a $20BN AUM Hedge Fund in New York that is actively looking for Senior Quantitative Researchers and Sub-PMs in the Global Equities and Futures spaces as they just recently hired a new Managing Director and SPM to fully build out a new Equity Stat Arb business at the firm!

They are looking for exceptionally strong Stat Arb, Futures, and Index Rebalance Quantitative Researchers that will play a pivotal role in assisting in the build out of the firm's largest Stat Arb Equities book, and to assist the SPM in developing the foundational strategies for the team through collaboration on alpha and signal generation across the entirety of the research process. This role offers an exciting opportunity to contribute to join a completely new and growing business within a long-standing successful hedge fund working alongside a SPM with a strong history of success in the Equities space! The role itself is also very flexible as to location and can sit within any of the firms global offices!

Key Responsibilities:
  • Collaborate with the SPM to generate forecasting ideas, conduct statistical analysis, and generate alpha signals for the implementation of intraday strategies for Stat Arb Equity and Futures strategies
  • Develop, implement, and maintain systematic trading models alongside other researchers within the team
  • Collaborate with the SPM and broader research team to optimize existing trading strategies and perform execution analytics


Qualifications:
  • Advanced degree (Masters or Ph.D.) in a quantitative field (e.g., mathematics, finance, economics, physics, computer science)
  • 3+ years of experience developing and implementing systematic trading models or generating alpha for Stat Arb Equity, Futures, or Index Rebalance strategies
  • Experience and knowledge of TCA modeling, execution optimization, and portfolio construction is a plus
  • Strong programming skills in Python with experience across cloud-based computing technologies. Strong analytical skills to apply advanced statistical techniques for research and modeling

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