A Systematic Hedge Fund with significant funding are looking to expand its research team. Researchers, alongside Senior Partners, will be tasked with developing profitable, statistical arbitrage strategies across global equity markets, with holding periods ranging from minutes to weeks.

This role will suit someone whose passion resides in designing, testing and deploying complex statistical models and trading algorithms in a collaborative environment.

You’ll work alongside industry experts with a strong track record in the space, which makes it an exceptional opportunity for an ambitious Quantitative Researcher looking to develop their career and knowledge.

Responsibilities:

• Equity Alpha Signal research and development
• Design rigorous experiments into the behaviour of stocks
• Find stationary relationships and profitable strategies
• Write bespoke techniques for analysing predictive relationships that can be systematically used to form strategies
• Apply data science best practices systematically

We will respond to all successful candidates shortlisted for this opportunity within 5 days and would advise all candidates to follow our company page for all the latest opportunities. Please press ‘apply’, or email ben@durlstonpartners.com with your CV.