Systematic Equity Quantitative Researcher
at Durlston Partners
Posted 7 hours ago
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- Compensation
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The Systematic Equity Quantitative Researcher will collaborate closely with a Senior Portfolio Manager to develop and refine systematic equity statistical arbitrage strategies. The role involves research, model building, and continuous enhancement of trading approaches within a dynamic trading framework.
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.
