Statistical Arbitrage Research Analyst

We are looking for a Statistical Arbitrage Research Analyst to apply rigorous math and statistical methods to analyze input datasets and create novel alpha-focused trading strategies. The ideal candidate has previous experience working in a buy-side or sell-side financial firm and is eager to dig deep into data sets to assess quality and consider outliers, dimensionality, feature engineering, and more.

Requirements

• 2-6 years of professional experience working in a data-rich environment in quantitative research
• Team player with a highly collaborative mindset; communicates clearly and often and enjoys discussing research ideas and results in depth
• Open to a variety of techniques and modes of thinking
• Humble about what you do and don’t know; willing to admit mistakes
• Enjoys learning new skills and teaching others what you know
• Able to write code and analyze large datasets
• Experienced with statistical and ML modeling
• Knowledge of Python preferred, but not required
• Background knowledge of financial markets is a plus