Quantitative Researcher/Trader Stat Arb

Overview

A leading international systematic trading firm is looking to bring on a talented mid level statistical arbitrage quantitative researcher/trader in London to help in the design, development, and implementation of systematic trading strategies. You’ll be working alongside experienced industry professionals on projects including alpha research, risk management, and portfolio construction, and will have the chance to see the direct impact of your work on the business. This will be US equities intraday trading.Responsibilities

Design, develop, and implement systematic trading strategies for US equities intraday trading.Contribute to alpha research, risk management, and portfolio construction.Collaborate with experienced professionals to translate quantitative research into actionable trading decisions.Qualifications

Advanced degree in a quantitative subject or PhD (Mathematics, Physics, Computer Science, Engineering etc.).Programming experience in one major language (C++, C#, Python etc.).Alpha researcher from an equities/stat-arb background.Non competes of less than 12 months.At least 2 years working within this space.Desired Skills

Prior experience or internships in systematic alpha research is beneficial.Prior experience or internships in automated market making is beneficial.Experience working with large data sets.Compensation and Location

This position will allow you to get a PnL cut for bonuses in addition to a top base salary. Relocation is available for candidates from around the world.Location: London, United ..... full job details .....