Stat Arb Equities Quantitative Researcher
Selby Jennings is seeking a Quantitative Researcher for a systematic trading team focusing on global equity markets. The role involves full-cycle strategy development including signal generation, backtesting, and live deployment of statistical arbitrage models. Candidates will work with diverse datasets to improve model robustness and partner with traders and engineers. The position requires strong proficiency in statistical techniques and machine learning to influence portfolio returns directly.
50k new jobs listed every day. Install TAL to find more jobs like this.
Experience
Experience not specified
Function
Research
Work mode
Onsite, Singapore
Company
Tier 2
What you will work on
Selby Jennings is seeking a Quantitative Researcher for a systematic trading team focusing on global equity markets. The role involves full-cycle strategy development including signal generation, backtesting, and live deployment of statistical arbitrage models. Candidates will work with diverse datasets to improve model robustness and partner with traders and engineers. The position requires strong proficiency in statistical techniques and machine learning to influence portfolio returns directly.
TAL's take
High-impact research role in systematic trading, though the hiring company is a recruitment firm rather than the end-client fund.
Very clear and focused job description outlining specific quantitative research and strategy development responsibilities.
Must haves
- Experience in research, design, and implementation of predictive signals
- Strong background in statistical, machine learning, and econometric techniques
- Full-cycle strategy development experience
- Knowledge of backtesting and simulation processes
Tools and skills
About the company
Selby Jennings is a well-known global recruitment agency specializing in financial services, treated here as a Tier 2 professional firm.