Durlston Partners

Statistical Arbitrage Quantitative Researcher

Systematic Trading & Research
Highly Competitive
Chicago, New York

A top systematic fund trades Equities in a fully automated fashion around the world with horizons ranging from days to weeks.  The business has enjoyed a great deal of success over the years they have been operating, growing both their capital and team at an impressive rate. They are now looking for individuals who can help expand into different markets and frequencies.

This is a great opportunity to work with some of the most brilliant minds in the industry in a collaborative and supportive working environment with ample exposure.

Whilst my client endorses a collaborative working environment, they also place great emphasis on recognizing individual achievements.


  • Hold an MSc and above degree in a quantitative discipline (Mathematics, Statistics, Compute Science etc.)
  • 2+ years’ working experience in a statistical arbitrage environment, developing or improving existing short term alpha signals (HFT – Intraday)
  • Experience working with Python, C++ is a plus
  • Knowledge of statistical learning, linear algebra and market microstructure

Please get in touch for more information or if you’d like an initial confidential chat at pei@durlstonpartners.com.

We will respond to all successful candidates shortlisted for this opportunity within 5 days and would advise all candidates to follow our website for all the latest opportunities.