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Statistical Arbitrage Jobs (NOW HIRING)

Point72

Quantitative Software Developer

New York, NY · On-site

We are specialized in medium-frequency statistical arbitrage strategies with high Sharpe. The team is made up of people from top universities and top tier trading and tech firms, including: D.E. Shaw ...

Point72

Quantitative Software Developer

New York, NY

We are specialized in medium-frequency statistical arbitrage strategies with high Sharpe. The team is made up of people from top universities and top tier trading and tech firms, including: D.E. Shaw ...

Turing

Remote Quantitative Finance Analyst

Chicago, IL · Remote

$100 - $200/hr

Evaluate LLM models on quantitative finance topics such as stochastic modeling, derivatives pricing, statistical arbitrage, and risk quantification. * Create rubrics to assess model capabilities on ...

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Statistical Arbitrage information

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$68K

$90.1K

$107.5K

How much do statistical arbitrage jobs pay per year?

As of Sep 14, 2026, the average yearly pay for statistical arbitrage in the United States is $90,119.00, according to ZipRecruiter salary data. Most workers in this role earn between $73,500.00 and $106,500.00 per year, depending on experience, location, and employer.

What is statistical arbitrage?

Statistical arbitrage refers to a type of quantitative trading strategy that uses mathematical models and statistical methods to identify and exploit short-term mispricings or inefficiencies in the financial markets. Traders analyze historical price data, correlations, and patterns to make predictions about future price movements, often executing high-frequency trades across multiple securities. The goal is to profit from temporary price divergences that are expected to revert to their historical relationships. Statistical arbitrage is commonly used by hedge funds and proprietary trading firms, and it typically requires sophisticated technology and strong programming skills.

What are the key skills and qualifications needed to thrive as a statistical arbitrage analyst?

To thrive as a Statistical Arbitrage Analyst, you need strong quantitative analysis skills, advanced knowledge of statistics, mathematics, and programming, usually supported by a degree in a quantitative field like finance, math, or computer science. Familiarity with programming languages such as Python or R, experience with statistical modeling tools, and proficiency in trading platforms and data analysis systems are essential. Exceptional problem-solving abilities, attention to detail, and the capacity to work under pressure set top performers apart in this role. These skills enable analysts to develop, implement, and refine profitable trading strategies in fast-moving financial markets.

What are some common challenges faced by professionals working in statistical arbitrage roles?

Professionals in statistical arbitrage often encounter challenges such as adapting models to rapidly changing market conditions and ensuring that trading algorithms remain robust in the face of noisy data. Managing risk and avoiding overfitting when developing predictive strategies are also key concerns. Collaboration with technology teams is essential, as maintaining efficient data pipelines and low-latency execution systems can directly impact trading performance. Additionally, staying updated with advancements in quantitative methods and financial regulations is crucial for long-term success in the field.

What is the difference between Statistical Arbitrage vs Quantitative Analyst?

AspectStatistical ArbitrageQuantitative Analyst
Required CredentialsDegree in finance, mathematics, or related field; strong programming skillsDegree in finance, mathematics, or related field; advanced analytical skills
Work EnvironmentTrading firms, hedge funds, proprietary trading desksFinancial institutions, investment banks, hedge funds
Industry UsageUsed for developing trading strategies based on statistical modelsUsed for analyzing markets, developing models, and advising on investments

While both roles require strong quantitative skills and similar educational backgrounds, Statistical Arbitrage focuses on developing and executing trading strategies based on statistical models, often in trading environments. Quantitative Analysts typically work on broader financial modeling, risk assessment, and investment analysis across various financial products. The roles overlap but differ mainly in their primary focus and application within the finance industry.

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Statistical Arbitrage jobs near you
Infographic showing various Statistical Arbitrage job openings in the United States as of September 2026, with employment types broken down into 2% Internship, 84% Full Time, 13% Part Time, and 1% Contract. Highlights an 79% Physical, 3% Hybrid, and 18% Remote job distribution, with an average salary of $90,119 per year, or $43.3 per hour.

Senior Quantitative Researcher - Intraday Equities Alpha

New York, NY • On-site

Metabit Technology LLC
See more jobs at Metabit Technology LLCexternal

$500K/yr

Full-time

Re-posted 12 days ago

Job description

About the Role

We are seeking an exceptional quantitative researcher to lead our intraday equities alpha team. You will focus on discovering and modeling short-horizon statistical signals across large equity universes, leveraging high-frequency market data and cross-sectional relationships. This role is ideal for candidates with a strong background in signal research and a deep understanding of market microstructure.

What You'll Do
  • Develop and test short-term alpha signals using high-frequency (tick-level and order book) data across global equity markets.
  • Analyze inter-symbol dynamics, liquidity patterns, and cross-sectional dependencies to identify transient inefficiencies and arbitrage opportunities.
  • Conduct rigorous backtesting and performance attribution across large baskets of equities in a fully systematic environment.
  • Collaborate with engineering and trading teams to deploy and monitor strategies in live production.
  • Continuously refine signal stability, robustness, and decay profiles across changing market regimes.
What We Look For
  • 5+ years of experience in alpha research or quantitative signal development, ideally in intraday or short-horizon equity strategies.
  • Deep understanding of market microstructure, order flow dynamics, and execution-related features that affect signal quality.
  • Strong programming skills in Python and/or C++, and fluency in working with large-scale high-frequency datasets.
  • Experience in cross-sectional modeling and statistical arbitrage frameworks across equities.
  • Advanced degree (MS/PhD) in a quantitative field such as mathematics, physics, statistics, computer science, or related disciplines.
Nice to Have
  • Experience with production-level alpha deployment in global equity markets (US, CN, APAC, EMEA).
  • Familiarity with execution-aware signal design (slippage modeling, alpha decay, trade-to-book impact).
  • Track record of successful signal ideas contributing to live PnL.
Summary
  • You'll work on short-horizon predictive modeling using high-frequency cross-sectional signals across equities. You won't manage execution or risk, but you'll work closely with teams who do. If you're passionate about alpha and fluent in market data, this role is for you.

Pay Range:

  • Actual salary is commensurate with candidate's relevant years of experience, skillset, education and other qualifications. Base salay USD $125,000.00 - USD $500,000.00/Yr.

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