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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 · 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 ...

DRW

Quantitative Researcher

New York, NY · On-site

$200K - $300K/yr

Qualifications * 2+ years of prior work experience in statistical arbitrage or systematic trading research * Proven ability to conduct research with large, noisy real-world datasets * Strong ...

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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 Jul 30, 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
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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 11% As Needed, 15% Full Time, 60% Contract, and 14% Nights. Highlights an 89% Physical, 4% Hybrid, and 7% Remote job distribution, with an average salary of $90,119 per year, or $43.3 per hour.

Intraday Systematic Equity Strategies

Eka Finance

Chicago, IL • On-site

Full-time

Re-posted 22 days ago

Job description

Role:-

  1. Work alongside the PM on intraday alpha research, with a primary focus on: idea generation, data gathering and research/analysis, model implementation and backtesting for systematic equity strategies
  2. Combine sound financial insights and statistical learning techniques to explore, analyze, and harness a large variety of datasets in order to build strong predictive models which will be deployed to the investment process
  3. Collaborate with the PM in a transparent environment, engaging with the entire investment process

Requirements:-

  1. Approx. 3-4 years of experience as a quantitative researcher/trader in systematic equities with a focus on closing auction strategies
  2. Approx. 3-4 years of market microstructure alpha research
  3. Demonstrated ability to understand fundamental and event related data and experience with alternative data sources
  4. Demonstrated ability to conduct independent research using large data sets

Quants with experience of working within a Central Risk Book team at a bank will be considered.

  1. Strong economic intuition and critical thinking
  2. Product experience in statistical arbitrage strategies, event-driven strategies or auctions trading
  3. Trading experience would be desirable but is not required
  4. Strong research and programming skills in Python are necessary
  5. Masters or PhD degree in a quantitative subject such as Computer Science, Applied Mathematics, Statistics, or related field from a top ranked university.

Apply:-

Please send a PDF resume to quants@ekafinance.com

Apply