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Statistical Arbitrage Quantitative Analyst
2 months ago
This investment approach focuses on the creation and implementation of an innovative technology platform, alpha research, portfolio optimization, and execution, all integrated with core infrastructure to seize market opportunities. As the strategy expands and adapts, successful candidates will engage in various aspects of this evolving business.
Key Responsibilities:
- Collaborate with the statistical arbitrage team throughout the investment lifecycle
- Perform research and analyze extensive data sets to develop and execute alpha signals
- Assist in portfolio construction and alpha blending processes
- Work closely with team members to evaluate performance, refine trading strategies, and enhance research outcomes
- 3-5 years of experience as a quantitative researcher in a statistical arbitrage setting
- Proficiency in Python; knowledge of C++ is advantageous
- Demonstrated success in handling large and varied data sets
- Educational background in areas such as machine learning/statistical learning, convex optimization, numerical linear algebra, finance, or market microstructure
- Innovative mindset to explore new concepts and develop effective investment strategies
- Strong communication, analytical, and problem-solving abilities
- Team-oriented with a humble and enthusiastic approach
- Intellectual curiosity and self-motivation are essential
