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Quant Fund Recruiting Experienced Statistical Arbitrage Researcher / Hybrid Location

Eka FinanceLondon🇬🇧United Kingdom

Why this role stands out

This hybrid role offers you the chance to drive significant impact by designing and refining cutting-edge statistical arbitrage strategies within a respected quantitative finance firm. You'll thrive here if you possess a strong quantitative background and a passion for uncovering trading opportunities through advanced data analysis and model development. This is an excellent opportunity to grow your expertise and contribute to innovative trading solutions.

Quick overview

SeniorityMid Senior
Employment typeFull Time
Work modeHybrid
LocationLondon, United Kingdom
Data Analysis

Job description

Key Responsibilities

  1. Alpha Research & Strategy Design : Partner with the research team to uncover trading opportunities, leveraging expertise in statistical arbitrage and quantitative research. Build, refine, and implement intraday and systematic trading strategies for global markets.
  2. Advanced Data Analysis : Analyze large-scale market data and time-series datasets, utilizing cutting-edge statistical methods to uncover actionable patterns and insights.
  3. Model Development & Validation : Develop, test, and continuously enhance predictive models and systematic strategies through rigorous back-testing, ensuring their robustness across diverse asset classes (e.g., equities, currencies, commodities, and fixed income).
  4. Collaboration Across Teams : Coordinate closely with technology teams to integrate quantitative models with advanced trading infrastructure.
  5. Risk Assessment & Strategy Optimization : Apply in-depth knowledge of risk management principles to ensure that trading strategies operate within predefined risk parameters.

Key Qualifications

  1. Educational Background : Master’s or Ph.D. in Applied Mathematics, Statistics, Computer Science, Physics, or a related quantitative field.
  2. Professional Expertise :
  3. Demonstrated experience with statistical arbitrage strategies, high-frequency trading, or market-making.
  4. 5+ years of experience in quantitative finance, systematic trading, or proprietary trading environments.
  5. Proven ability to generate alpha through rigorous financial modeling, statistical analysis, and innovative research methods.
  6. Technical Proficiency :
  7. Strong expertise in Python (particularly for data analysis) and proficiency in C++.
  8. Familiarity with machine learning techniques and frameworks.
  9. Advanced skills in analyzing complex datasets, implementing models, and applying statistical methods to trading environments.
  10. Exceptional problem-solving abilities, particularly in managing complex datasets and implementing innovative solutions.
  11. A self-starter with a demonstrated ability to work independently in a fast-paced, high-pressure environment.
  12. Core Competencies :

This role is open to candidates who have medium-frequency experience within statistical arbitrage. High-frequency experience is not fundamental.

If you are a quant researcher who is interested in working in a collaborative start-up environment with very good backing/peers and you want to be involved in all parts of the research/trading/coding – this is a perfect platform. Quants who are part of a larger team where they cannot get involved in all parts of the process and are just one of so many would find this ideal as a stepping stone into their career.

If you're a driven quantitative professional with deep expertise in statistical arbitrage and a passion for cutting-edge trading strategies, we encourage you to apply. Please send a PDF CV to quants@ekafinance.com

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