Our client is a stat-arb hedge-fund with a position for an experienced quantitative researcher.
The role will involve applying machine learning and Bayesian statistical techniques to high dimensional data sets. The role will involve designing, testing and developing statistical arbitrage strategies within a collaborative research cohort.
We are ideally looking for researchers who are not currently in academia. For example, the client has specifically requested candidates from firms such as Google Labs, Microsoft Research, Deep Mind etc.