- Research, design, and implement predictive signals for global equity markets using advanced statistical, machine learning, and econometric techniques.
- Perform full‑cycle strategy development : idea generation, data acquisition/cleaning, backtesting, simulation, and live deployment.
- Enhance and extend existing stat‑arb models , improving signal stability, turnover efficiency, and capacity.
- Evaluate new datasets and alternative data sources , assessing signal viability, alpha decay, and market impact.
- Partner closely with traders, portfolio managers, and engineers to optimise model robustness, execution efficiency, and operational reliability.
- Continuously monitor strategy behaviour in production to ensure performance consistency, risk discipline, and compliance with fund-level constraints.
- Contribute to core research libraries and quantitative infrastructure , improving research tooling, modelling frameworks, and performance analytics.
Desired Skills and Experience
Statistical Arbitrage Quantitative Researcher to join its world‑class systematic trading team. You will develop alpha signals, statistical models, and execution strategies deployed across global equities markets. This is a high‑impact research role with direct influence over portfolio returns.