An established hedge fund based in New York is currently building a high-frequency statistical arbitrage team, split between New York City and London and focusing on the global equities market. The team lead is looking to onboard outstanding PhD graduates / academics for Quantitative Researcher and Developer positions to create and optimize computational, statistical models for market research and alpha generation. This is an excellent entry-level opportunity to work under an experienced portfolio manager in an international team and further hone relevant quantitative skills. It will be a collaborative environment prioritising intellectual curiosity, a stellar work ethic, and independent thought.
Successful candidates will possess: