Quantitative Researcher Equities (Statistical Arbitrage)

Location: London or Singapore

Company

hirify.global is a diversified trading firm operating across global markets and multiple asset classes, including equities, fixed income, FX, commodities, energy, real estate, venture capital, and cryptoassets.

What you will do

• Research, design, and implement predictive signals and features across global equities.
• Process large and diverse datasets and develop feature engineering and point-in-time data cleaning pipelines.
• Collaborate with the Portfolio Manager and other researchers across the full research lifecycle.
• Implement research infrastructure, backtesting frameworks, and analytical tools.
• Build performance attribution frameworks and tools for ongoing live strategy monitoring.
• Contribute to the development and deployment of mid-frequency equity statistical arbitrage strategies.

Requirements

• 2–8 years of experience in quantitative equities, primarily focused on alpha research.
• Familiarity with standard and alternative datasets used in equity statistical arbitrage.
• Experience with data cleansing, ticker mapping, point-in-time handling, and other dataset-specific issues.
• Strong programming skills in Python, plus experience with SQL and distributed data environments.
• An advanced degree, such as a PhD or MSc, in Mathematics, Physics, Statistics, Computer Science, or a related quantitative discipline.

Culture & Benefits

• Work in a firm using its own capital and trading at its own risk.
• Operate with autonomy and the ability to respond quickly to market opportunities.
• Collaborate with colleagues across offices in the U.S., Canada, Europe, and Asia.
• Join an environment emphasizing high expectations, integrity, innovation, curiosity, and open-mindedness.