Statistical Arbitrage Quantitative Researcher – Geneva/Dublin

Job title: Statistical Arbitrage Quantitative Researcher – Geneva/Dublin

Company: Selby Jennings


Job description: Quantitative Researcher – Intraday & High-Frequency Trading
Location: Geneva or Dublin (other locations negotiable)Are you passionate about pushing the boundaries of systematic trading? A cutting-edge quantitative trading firm is seeking a Quantitative Researcher to join their dynamic team. This role focuses on developing and enhancing (5-10mins) stat arb trading strategies across global markets. As a key contributor, you will work closely with trading and technology teams, leveraging your quantitative expertise, advanced programming skills, and innovative mindset to drive alpha generation and strategy optimization.
Why apply? Be part of a collaborative and high-performing team that values innovation and data-driven decision-making. Work on cutting-edge strategies in a fast-paced, entrepreneurial environment. Enjoy a competitive compensation package and opportunities for professional growth.Key Responsibilities:

• Alpha Research & Strategy Development: Identify and develop high-frequency and intraday trading strategies using rigorous modelling, data analysis, and systematic approaches.
• Data Analysis & Pattern Recognition: Analyse large datasets and financial time series to uncover actionable patterns and improve trading performance.
• Model Implementation & Back-testing: Construct, refine, and validate trading models across asset classes, including equities, commodities, currencies, and fixed income.
• Cross-functional Collaboration: Partner with technology teams to align strategy development with infrastructure capabilities.
• Risk Management: Ensure trading strategies operate within defined risk parameters, optimizing performance while maintaining robust risk controls.

What We’re Looking For:

• Education: Master’s or PhD in Applied Mathematics, Statistics, Computer Science, Physics, or a related quantitative discipline.
• Experience:

o Minimum 5 years in high-frequency trading, market-making, or proprietary trading environments.
o Proven expertise in data analysis, financial modelling, and statistical techniques for alpha generation.
o A track record of success in systematic trading and model-driven approaches.

• Technical Skills:

o Proficiency in Python (essential for data analysis) and C++.
o Experience with machine learning frameworks and advanced data modelling techniques.

• Attributes:

o Strong problem-solving and innovation skills.
o The ability to thrive in a fast-paced, high-stakes environment.

Expected salary:

Location: Les Genevez, Jura

Job date: Sun, 26 Jan 2025 02:42:41 GMT

To help us track our recruitment effort, please indicate in your email/cover letter where (jobsnear.pro) you saw this job posting.Thanks&Good Luck