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State Street Corporation

Atlanta,

State Street Corporation

Atlanta,

State Street Corporation

Quincy,

State Street Corporation

Boston,

State Street Corporation

Burlington,

Goldman Sachs

New York,

State Street Corporation

Luxembourg, Luxembourg

Goldman Sachs

New York,

State Street Corporation

New York,

Goldman Sachs

New York,

State Street Corporation

Quincy,

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Quantitative Researcher
About the role Alpha generation, backtesting and implementation Designing and developing systematic stat arb trading strategies across global equity markets Working on portfolio optimisation and the enhancement of existing trading models Developing big data/ machine learning algorithms About you 3+ years experience developing systematic stat arb trading strategies in equity markets A MSc/PhD from a top-tier university in a quantitative subject A strong background in mathematics and statistics, with good knowledge of statistical models and signal generation Proficiency in back-testing, simulation


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