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Researcher, Statistical Arbitrage

Qube Research & Technologies

LondonHybridQuantitative research

The role

Research on medium-frequency statistical arbitrage across global equities and futures. The work runs from idea to deployed strategy inside one team.

What the work involves

  • Develop statistical arbitrage signals and portfolio construction rules
  • Validate results out of sample and through regime changes
  • Work on execution assumptions, costs and capacity
  • Monitor live strategies and diagnose decay

What firms look for

  • Advanced degree in a quantitative discipline
  • Experience in time-series modelling and cross-sectional analysis
  • Python, with strong data-handling habits
  • Understanding of transaction costs and market impact
  • Published, competition or production evidence of research quality
This description is written by QuantStep from what the role involves, and is not the firm's own posting. Applications go to Qube Research & Technologies directly — QuantStep is not the employer, does not receive applications and is not a recruiter. Requirements, compensation and availability are the firm's to state, so check the posting before applying.