Stat Arb Equities Quantitative Researcher

Selby Jennings · Hong Kong

Job Description

• Research, design, and implement predictive signals for global equity markets using advanced statistical, machine learning, and econometric techniques. • Perform full‑cycle strategy development: idea generation, data acquisition/cleaning, backtesting, simulation, and live deployment. • Enhance and extend existing stat‑arb models, improving signal stability, turnover efficiency, and capacity. • Evaluate new datasets and alternative data sources, assessing signal viability, alpha decay, and market impact. • Partner closely with traders, portfolio managers, and engineers to optimise model robustness, execution efficiency, and operational reliability. • Continuously monitor strategy behaviour in production to ensure performance consistency, risk discipline, and compliance with fund-level constraints. • Contribute to core research libraries and quantitative infrastructure, improving research tooling, modelling frameworks, and performance analytics.

Selby Jennings

Hong Kong

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Stat Arb Equities Quantitative Researcher

Job Description

Selby Jennings

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