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