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Statistical Arbitrage Jobs (NOW HIRING)

Quanta Search

HF Independent Trader

Westport, CT · On-site

S. equities quantitative trading businesses; high-frequency trading & statistical arbitrage trading. Ideal candidates should possess the following: Experienced U.S. equities quantitative traders ...

Quanta Search

Stat Arb Quant Researcher

Manhattan, NY · On-site

... statistical arbitrage environment * Experience working with Python, C++ is a plus * Expertise and success working with large and diverse data sets * Knowledge of/degree in topics including but not ...

Quanta Search

Stat Arb Quant Researcher

Manhattan, NY · On-site

... statistical arbitrage environment * Experience working with Python, C++ is a plus * Expertise and success working with large and diverse data sets * Knowledge of/degree in topics including but not ...

Quanta Search

HF Independent Trader

Westport, CT · On-site +1

S. equities quantitative trading businesses; high-frequency trading & statistical arbitrage trading. Ideal candidates should possess the following: • Experienced U.S. equities quantitative traders ...

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All JobsStatistical Arbitrage Jobs

Statistical Arbitrage information

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$68K

$90.1K

$107.5K

How much do statistical arbitrage jobs pay per year?

As of Jul 9, 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 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 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, and why are they important?

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 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.

More about Statistical Arbitrage jobs
What cities are hiring for Statistical Arbitrage jobs? Cities with the most Statistical Arbitrage job openings:
What states have the most Statistical Arbitrage jobs? States with the most job openings for Statistical Arbitrage jobs include:
What job categories do people searching Statistical Arbitrage jobs look for? The top searched job categories for Statistical Arbitrage jobs are:
Statistical Arbitrage jobs near you
Infographic showing various Statistical Arbitrage job openings in the United States as of July 2026, with employment types broken down into 28% As Needed, 36% Full Time, 1% Part Time, 1% Contract, 33% Nights, and 1% Summer. Highlights an 82% Physical, 3% Hybrid, and 15% Remote job distribution, with an average salary of $90,119 per year, or $43.3 per hour.
Quantitative Developer - Mid-Frequency Equities

Quantitative Developer - Mid-Frequency Equities

DRW

New York, NY • On-site

$175K - $250K/yr

Full-time

Medical, Dental, Vision, Life, Retirement

Re-posted 22 days ago

Job description

DRW is a diversified trading firm with over 3 decades of experience bringing sophisticated technology and exceptional people together to operate in markets around the world. We value autonomy and the ability to quickly pivot to capture opportunities, so we operate using our own capital and trading at our own risk.
Headquartered in Chicago with offices throughout the U.S., Canada, Europe, and Asia, we trade a variety of asset classes including Fixed Income, ETFs, Equities, FX, Commodities and Energy across all major global markets. We have also leveraged our expertise and technology to expand into three non-traditional strategies: real estate, venture capital and cryptoassets.
We operate with respect, curiosity and open minds. The people who thrive here share our belief that it's not just what we do that matters-it's how we do it. DRW is a place of high expectations, integrity, innovation and a willingness to challenge consensus.
We are seeking a Quantitative Developer to architect, implement, and maintain end-to-end production infrastructure supporting mid-frequency equity statistical arbitrage strategies. The role partners closely with researchers, traders and operations to ensure research, back-testing and live-trading systems are performant, reliable and operationally robust.
Key Responsibilities:
  • Architect, implement and maintain end-to-end production infrastructure for mid-frequency equity statistical arbitrage strategies.
  • Develop and maintain research and back-testing platforms.
  • Design, own and operate analytics tools and UI to evaluate and monitor data, signal and trade quality and integrity.
  • Ensure production systems are performant, reliable, observable and operationally robust.
  • Continuously improve system design, scalability and operational resilience.
  • Closely monitor production alpha generation, optimization and trading; raise and resolve issues with the highest efficiency to prevent potential P&L loss.
  • Stay current on state-of-the-art technologies and tools, including technical libraries, computing environments and relevant academic research.

Qualifications:
  • Minimum 3+ years of hands-on quantitative development experience in an equity statistical-arbitrage pod.
  • Demonstrated experience in end-to-end development with direct responsibility for production trading infrastructure.
  • Professional proficiency in Python with excellent coding practices
  • Strong familiarity with Snowflake and demonstrated proficiency in SQL to efficiently clean, transform, and optimize large datasets.
  • Experience with light-weight trader dashboard development
  • Experience with production monitoring, corporate action adjustment, and a strong sense of operational priority.
  • Familiarity with Optimizer a plus but not a must
  • Experience with building intraday system a plus
  • Clear understanding of the end-to-end equity systematic trading stack, including:
    • Data ingestion, validation, and normalization
    • Back-testing and simulation
    • Portfolio construction and constraint enforcement
    • live trading support
  • Strong engineering discipline and the ability to work independently with minimal guidance.
  • Ability to adapt in a fast-paced, collaborative and results-oriented environment; able to perform effectively under time-sensitive and high-pressure situations

The annual base salary range for this position is $175,000 to $250,000 depending on the candidate's experience, qualifications, and relevant skill set. The position is also eligible for an annual discretionary bonus. In addition, DRW offers a comprehensive suite of employee benefits including group medical, pharmacy, dental and vision insurance, 401k (with discretionary employer match), short and long-term disability, life and AD&D insurance, health savings accounts, and flexible spending accounts.
For more information about DRW's processing activities and our use of job applicants' data, please view our Privacy Notice at https://drw.com/privacy-notice.
California residents, please review the California Privacy Notice for information about certain legal rights at https://drw.com/california-privacy-notice.
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