Systematic Equity Quantitative Researcher

TL;DR

Systematic Equity Quantitative Researcher: Build, expand and improve systematic equity stat arb strategies with an accent on uncovering alpha opportunities across diverse datasets and designing statistical models for trading. Focus on testing computational methods, examining market behaviour and factor dynamics, and driving enhancements through rigorous research and data-driven insights.

Location: Dubai, London, New York

Salary: Up to $250k base + Bonus

Company

Top collaborative fund.

What you will do

• Work alongside the Senior Portfolio Manager to uncover alpha opportunities across diverse datasets.
• Design, test, and deploy statistical models and computational methods to support systematic equity trading.
• Examine market behaviour, factor dynamics, and strategy outcomes to guide ongoing portfolio decisions.
• Drive enhancements to existing trading approaches through rigorous research, experimentation, and data-driven insights.

Requirements

• Solid academic or professional foundation in quantitative finance, statistics, applied mathematics, or a related discipline.
• Hands-on experience with statistical arbitrage or other systematic investment techniques.
• Strong programming ability in languages standard to quant research such as Python.
• Proactive mindset, strong analytical instincts, and comfort operating in a fast-moving research environment.