We are looking for a skilled Systematic Equity Quantitative Researcher to join a top collaborative fund and work directly with a Senior Portfolio Manager to build, expand and improve systematic equity stat arb strategies

You will play an integral role in the research process, helping shape the next generation of alpha-producing models and contributing to the evolution of our trading framework.

Responsibilities:

• Work alongside the Senior Portfolio Manager to uncover alpha opportunities across diverse datasets.

• Design, test, and deploy statistical models and computational methods to support systematic equity trading.

• Examine market behaviour, factor dynamics, and strategy outcomes to guide ongoing portfolio decisions.

• Drive enhancements to existing trading approaches through rigorous research, experimentation, and data-driven insights.

Qualifications:

• Solid academic or professional foundation in quantitative finance, statistics, applied mathematics, or a related discipline.

• Hands-on experience with statistical arbitrage or other systematic investment techniques.

• Strong programming ability in languages standard to quant research such as Python.

• A proactive mindset, strong analytical instincts, and comfort operating in a fast-moving research environment.