Quantitative Researcher
ANSON MCCADE · New York, New York, United States
FULL TIMEpermanent
Job Description
Systematic Equity Stat Arb Quantitative Researcher
Below, you will find a complete breakdown of everything required of potential candidates, as well as how to apply Good luck.
A leading systematic multi-strategy hedge fund is expanding its systematic equity team and is seeking a talented Quantitative Researcher with a proven track record in statistical arbitrage strategy development. This is a unique opportunity to join a high-performing team focused on developing and scaling alpha-driven strategies across global equity markets.
Key Responsibilities
Conduct alpha research, backtesting, and implementation of systematic stat arb strategiesDesign and develop new quantitative trading models across global equity marketsOptimize portfolio construction and enhance existing trading strategiesLeverage big data and machine learning techniques to uncover new signalsCollaborate with other researchers, engineers, and portfolio managers in a fast-paced environment
Ideal Candidate Profile
5+ years of experience developing systematic statistical arbitrage strategies in equity marketsAdvanced degree (MSc/PhD) in a quantitative discipline (e.g. Mathematics, Statistics, xzbcwsv Computer Science, Engineering) from a top-tier universityStrong foundation in mathematics, statistics and signal generation techniquesProficient in Python and/or C++ for research and model implementationExperience with backtesting, simulation frameworks and large-scale data analysisExposure to machine learning and alternative data is a strong plus
Below, you will find a complete breakdown of everything required of potential candidates, as well as how to apply Good luck.
A leading systematic multi-strategy hedge fund is expanding its systematic equity team and is seeking a talented Quantitative Researcher with a proven track record in statistical arbitrage strategy development. This is a unique opportunity to join a high-performing team focused on developing and scaling alpha-driven strategies across global equity markets.
Key Responsibilities
Conduct alpha research, backtesting, and implementation of systematic stat arb strategiesDesign and develop new quantitative trading models across global equity marketsOptimize portfolio construction and enhance existing trading strategiesLeverage big data and machine learning techniques to uncover new signalsCollaborate with other researchers, engineers, and portfolio managers in a fast-paced environment
Ideal Candidate Profile
5+ years of experience developing systematic statistical arbitrage strategies in equity marketsAdvanced degree (MSc/PhD) in a quantitative discipline (e.g. Mathematics, Statistics, xzbcwsv Computer Science, Engineering) from a top-tier universityStrong foundation in mathematics, statistics and signal generation techniquesProficient in Python and/or C++ for research and model implementationExperience with backtesting, simulation frameworks and large-scale data analysisExposure to machine learning and alternative data is a strong plus
Details
| Company | ANSON MCCADE |
| Location | New York, New York, United States |
| Type | FULL TIME |
| Niche | finance |
| Experience | permanent |