ZipRecruiter

Log In

1

Statistical Arbitrage Jobs (NOW HIRING)

Point72

Data Engineer

Manhattan, NY · On-site

$126K - $151K/yr

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 · 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 · 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

Data Engineer

New York, NY · On-site

$125K - $150K/yr

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

Data Engineer

New York, NY · On-site

$125K - $150K/yr

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 ...

next page

Showing results 1-20

All JobsFinance and Insurance JobsStatistical Arbitrage Jobs

Statistical Arbitrage information

See salary details

$68K

$90.1K

$107.5K

How much do statistical arbitrage jobs pay per year?

As of Aug 19, 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.

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 August 2026, with employment types broken down into 1% Internship, 83% Full Time, 14% Part Time, and 2% Contract. Highlights an 81% Physical, 3% Hybrid, and 16% Remote job distribution, with an average salary of $90,119 per year, or $43.3 per hour.

Quantitative Trader - Statistical Arbitrage

Quant Blueprint LLC

Manhattan, NY • On-site

$150 - $225/hr

Other

Medical, Dental, Vision, Life, Retirement

Posted yesterday

New

Job description

Old Mission is a global proprietary trading firm that leverages state-of-the-art technology and research to identify and execute profitable trading strategies across multiple asset classes around the world. Our offices in Chicago, New York, and London are all composed of naturally-curious individuals who thrive in a team environment and constantly strive for improvement.

Old Mission does not seek capital from outside investors, allowing us the flexibility to aggressively invest in our team members and keep them engaged in the firm's growth.

About the Position

We are seeking a dynamic Quantitative Trader to join our Statistical Arbitrage Desk in our New York City office, where you will play a critical role in developing and implementing systematic trading strategies across equities and futures markets globally. The ideal candidate will have a proven track record in signal research, combination, and portfolio optimization, with experience delivering strategies achieving a minimum 3+ Sharpe Ratio.

Responsibilities
  • Signal Research: Conduct comprehensive research to identify alpha-generating signals in equities and futures. Explore traditional and alternative data sources to uncover unique insights into market dynamics and trading opportunities.
  • Signal Combination: Develop innovative methodologies to combine multiple signals into robust trading strategies. Utilize statistical methods, machine learning algorithms, and ensemble techniques to enhance signal quality and predictive power.
  • Portfolio Optimization: Design and implement advanced portfolio optimization techniques to construct diversified portfolios that maximize risk-adjusted returns. Utilize mathematical optimization frameworks, risk models, and allocation methodologies to allocate capital efficiently across strategies and assets.
  • Systematic Strategy Development: Collaborate with quantitative researchers, developers, and traders to translate research ideas into systematic trading strategies. Design and implement trading algorithms to execute strategies in an automated and scalable manner, leveraging firm's low-latency infrastructure.
  • Risk Management: Monitor and manage risk exposure across portfolios, employing robust risk management frameworks and position sizing techniques. Conduct stress testing, scenario analysis, and performance attribution to quantify and mitigate various sources of risk.
Required Skills
  • Advanced degree in a quantitative discipline such as Mathematics, Statistics, Economics, Physics, Computer Science, or Engineering; PhD preferred
  • Proven experience in quantitative trading, statistical arbitrage, or systematic trading, with a focus on equities and futures markets
  • Strong proficiency in programming languages such as Python, R, or C++ for data analysis, model development, and algorithmic trading
  • Extensive experience in signal research, signal combination, and portfolio optimization techniques
  • Exposure to alternative data sources and machine learning techniques for signal generation and trading strategy development
  • Deep understanding of financial markets, market microstructure, and trading dynamics
  • Excellent analytical skills with a rigorous and systematic approach to problem-solving
  • Ability to thrive in a collaborative, team-oriented environment and effectively communicate complex ideas
Benefits and Perks
  • Competitive salary with discretionary annual bonus
  • Fully paid Medical, Dental, Vision, Disability, and Life Insurance
  • Fully stocked kitchen; free breakfast and lunch every day on-site
  • Tuition Reimbursement Program
  • 401(k) with employer match
  • Flexible Spending Plan
  • Commuter Benefit Program

In accordance with New York City's Pay Transparency Law, the anticipated base salary range for this role is $150,000 to $225,000. Base salary does not include other forms of compensation or benefits offered to employees.

#J-18808-Ljbffr

Apply