Equity Stat Arb QR
Job Title: Equity Statistical Arbitrage Quantitative Researcher
Location: Zurich, Switzerland
Department: Quantitative Research / Systematic Equities
Employment Type: Full-Time
About the Role
We are looking for a highly skilled and driven Quantitative Researcher to join our Statistical Arbitrage Equities team in Zurich. This role offers the opportunity to work at the cutting edge of systematic trading, developing and deploying high-performance equity strategies in a collaborative, research-driven environment.
You will be responsible for designing, testing, and refining short- to medium-term alpha signals, leveraging large datasets and advanced statistical techniques. The ideal candidate combines strong quantitative skills with a deep understanding of market microstructure and equity dynamics.
Key Responsibilities
- Research and develop statistical arbitrage strategies across global equity markets
- Design and implement predictive models using machine learning, econometrics, and time-series analysis
- Conduct rigorous backtesting and simulation of strategies using proprietary and third-party datasets
- Collaborate with data engineering and trading teams to ensure robust signal implementation and execution
- Monitor strategy performance and risk metrics, and iterate based on market conditions
- Stay abreast of academic research, market developments, and technological innovations relevant to stat arb
Qualifications
- Advanced degree (PhD or Master's) in a quantitative discipline: Mathematics, Statistics, Computer Science, Physics, Engineering, or Financial Economics
- 3+ years of experience in quantitative research or trading, ideally within a stat arb or systematic equities team
- Strong programming skills in Python and/or C++; familiarity with R, MATLAB, or Java is a plus
- Experience working with large-scale financial datasets and high-frequency data
- Solid understanding of equity markets, market microstructure, and execution dynamics
- Proven ability to work independently and deliver high-quality research under time constraints
Preferred Attributes
- Experience with alternative data and feature engineering for alpha generation
- Familiarity with portfolio optimization and risk modeling techniques
- Exposure to cloud computing environments and distributed computing frameworks
- Fluent in English; German or French is a plus but not required
- Strong communication skills and a collaborative mindset
What We Offer
- Competitive compensation and performance-based bonuses
- Relocation support and visa sponsorship (if applicable)
- Access to cutting-edge research tools, data, and infrastructure
- A dynamic and intellectually stimulating environment in Zurich's financial district
- Opportunities for career growth within a global quantitative investment platform
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