Statistical Arbitrage Trader / Portfolio Manager

The RoleThis is a role for someone who sees structure where others see randomness.You will design, build, and run statistical arbitrage strategies—transforming data into signals, signals into portfolios, and portfolios into repeatable, risk-adjusted returns.The focus is simple: identify inefficiencies, exploit them systematically, and evolve as those inefficiencies disappear.What You’ll DoDevelop and manage market-neutral, statistically driven trading strategiesExtract alpha from cross-sectional relationships, mean reversion, and short-term dislocationsTranslate research into live trading with a strong focus on robustness and scalabilityContinuously refine models as market dynamics shiftOwn portfolio construction, risk allocation, and execution qualityWork closely with researchers and engineers to improve data, tools, and infrastructureHow You ThinkIn probabilities, not certaintiesIn distributions, not single outcomesIn portfolios, not isolated tradesYou understand that:Most signals decayBacktests require skepticismCapacity matters as much as performanceRisk emerges when assumptions breakWhat You BringDemonstrated experience building or managing statistical arbitrage strategiesA strong foundation in statistics, quantitative methods, or machine learningAbility to independently generate, test, and implement trading ideasProficiency in Python or similar tools for research and developmentDeep understanding of execution, transaction costs, and market behaviorOwnership mindset with a focus on outcomesWhat You’ll Find HereA research-driven environment focused on resultsAccess to high-quality data and reliable infrastructureCollaboration with experienced quantitative professionalsThe ability to focus on building and improving strategies without unnecessary complexity