Stat Arb Equities Quantitative Researcher

Research, design, and implement predictive signals
for global equity markets using advanced statistical, machine learning, and econometric techniques. Perform full‑cycle strategy development : idea generation, data acquisition/cleaning, backtesting, simulation, and live deployment. Enhance and extend existing stat‑arb models , improving signal stability, turnover efficiency, and capacity. Evaluate new datasets and alternative data sources , assessing signal viability, alpha decay, and market impact. Partner closely with traders, portfolio managers, and engineers
to optimise model robustness, execution efficiency, and operational reliability. Continuously monitor strategy behaviour
in production to ensure performance consistency, risk discipline, and compliance with fund-level constraints. Contribute to core research libraries and quantitative infrastructure , improving research tooling, modelling frameworks, and performance analytics.

Ready to Apply?

Submit your application today and join our talented team at Selby Jennings.

Submit Application