A quantitative hedge fund is currently expanding their Equities Stat Arb business and looking for a Snr Quant Researcher to take the number 2 spot in a single book structure.
Compensation will be PnL driven, based on ownership of signals. You must have no desire to be a PM to feel comfortable in this role but have a solid understanding of alpha research, signal filtering, signal selection and signal calibration.
Man management experience will be a bonus.
- Exceptional in Python or C++ development.
- Extensive signal generation experience.
- Alpha Research experience.
- US / EU Equities Statistical Arbitrage experience.
- CQF a bonus.
Senior Quant Researcher – US Equities Statistical Arbitrage
A quantitative hedge fund is currently expanding their Equities Stat Arb business and looking for a Snr Quant Researcher to take the number 2 spot in a single book structure. US/EU Equities Statistical Arbitrage experience. You must have no desire to be a PM to feel comfortable in this role but have...
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