Quantitative Researcher

About the role Alpha generation, backtesting and implementation Designing and developing systematic stat arb trading strategies across global equity markets Working on portfolio optimisation and the enhancement of existing trading models Developing big data/machine learning algorithms About you 5+ years experience developing systematic stat arb trading strategies in equity markets A MSc/PhD from a top-tier university in a quantitative subject A strong background in mathematics and statistics, with good knowledge of statistical models and signal generation Proficiency in back-testing, simulation, and statistical techniques Proficiency in Python and/or C++

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