Hiring: Quantitative Researcher - MFT Stat-Arb Company: Alexander Chapman Location: New York, United States Job Posted Time: 2026-09-16 18:42:02 Target Skills & Keywords : C++, Equities, Machine Learning, Python About the job Required Skills: •, identifying new sources of systematic alpha. •Develop, test, and validate predictive signals and systematic trading strategies. •Strategies across a broad universe of equities. •Work closely with portfolio managers, quantitative researchers, and developers to take ideas from research through to production. •Contribute to portfolio construction, risk modelling, and signal combination. •Analyse large and complex datasets to identify patterns and market inefficiencies. •Continuously evaluate and improve existing strategies, models, and research processes. •Join an established and highly respected systematic hedge fund Qualifications: •Strong academic background in a quantitative discipline such as Mathematics, Statistics, Computer Science, Physics, Engineering, or a related field •Several years of experience in quantitative research •Strong experience developing alpha signals and statistical arbitrage strategies •In-depth knowledge of portfolio construction, risk, and statistical modelling. •Excellent programming skills in Python •Strong analytical and problem-solving abilities. Compensation: •Quantitative Researcher – MFT Equity Stat Arb Interested candidates, please apply directly through the job posting on company's career page or try via AI auto apply on this platform. Don't miss this opportunity to join a forward-thinking team!