Description

Senior Quantitative Researcher - Statistical Arbitrage / Index Arbitrage

We are working with a top-tier global proprietary trading firm to identify an outstanding Quantitative Researcher for their Statistical Arbitrage / Index Arbitrage team. This opportunity is reserved for exceptional individuals with a proven track record in systematic alpha generation and a deep understanding of market dynamics.

This team sits at the intersection of research, technology, and execution, leveraging advanced quantitative methods to uncover inefficiencies in global markets. You'll be surrounded by some of the sharpest minds in the industry - researchers and technologists who have shaped the evolution of modern quantitative trading.

Key Responsibilities

• Develop, backtest, and deploy cutting-edge statistical arbitrage and index arbitrage strategies across global equities and futures markets.
• Conduct rigorous quantitative analysis on market microstructure, cross-asset interactions, and signal behavior under varying liquidity and volatility regimes.
• Partner with elite developers and PMs to integrate strategies into high-performance, low-latency trading systems.
• Build and refine research infrastructure, including simulation environments, data pipelines, and portfolio optimization frameworks.
• Continuously enhance signal stability, turnover efficiency, and execution performance using advanced statistical and ML techniques.

What We're Looking For

• Exceptional academic and professional pedigree with a quantitative discipline at its core - Mathematics, Statistics, Physics, Computer Science, or Engineering.
• Deep expertise in empirical research, alpha discovery, and performance attribution.
• Strong coding proficiency in Python or C++, with comfort working across complex, large-scale datasets.
• Direct exposure to short- to medium-horizon strategies such as Stat Arb, Index Arb, or other high-capacity systematic approaches.
• Comprehensive understanding of market microstructure, execution costs, and signal degradation.
• Minimum of 2-5 years of relevant experience within a top proprietary trading firm, hedge fund, or quant research environment.

Preferred Background

• PhD or Master's from a top global institution in a highly quantitative field.
• Fresh graduates will only be considered if holding a PhD with strong research credentials or publications relevant to quantitative finance, statistics, or applied mathematics.

Why This Role

• Join a select team of world-class researchers empowered to innovate autonomously.
• Access to the firm's state-of-the-art research stack, data infrastructure, and execution systems.
• A culture of meritocracy where performance, insight, and creativity are directly rewarded.
• Exceptional upside and exposure within one of the most successful proprietary trading environments globally.