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Statistical Arbitrage Quantitative 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 ... Role: We are looking for a quantitative software developer to join our team and contribute to ...

Point72

Quantitative Software Developer

New York, NY · On-site

We are specialized in medium-frequency statistical arbitrage strategies with high Sharpe. The team ... Role: We are looking for a quantitative software developer to join our team and contribute to ...

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 ...

Trading Interview

Quantitative Researcher

Manhattan, NY · On-site

$200K - $300K/yr

Qualifications * 2+ years of prior work experience in statistical arbitrage or systematic trading ... Degree in a quantitative or technical discipline, such as statistics, computer science, physics ...

DRW

Quantitative Researcher

New York, NY · On-site

$200K - $300K/yr

Qualifications * 2+ years of prior work experience in statistical arbitrage or systematic trading ... Degree in a quantitative or technical discipline, such as statistics, computer science, physics ...

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Statistical Arbitrage Quantitative information

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$11K

$129.7K

$198K

How much do statistical arbitrage quantitative jobs pay per year?

As of Sep 14, 2026, the average yearly pay for statistical arbitrage quantitative in the United States is $129,666.00, according to ZipRecruiter salary data. Most workers in this role earn between $116,500.00 and $138,500.00 per year, depending on experience, location, and employer.

What is a statistical arbitrage quantitative analyst?

A Statistical Arbitrage Quantitative Analyst, often called a 'Stat Arb Quant,' is a finance professional who develops and implements mathematical models to identify and exploit short-term trading opportunities. These opportunities are based on statistical relationships between different financial instruments, such as stocks or currencies. Stat Arb Quants use advanced statistical techniques, programming, and large datasets to construct and manage automated trading strategies. Their goal is to generate consistent profits by capitalizing on temporary price discrepancies in the market.

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

To thrive as a Statistical Arbitrage Quantitative Analyst, you need advanced quantitative skills, strong programming ability (often in Python, R, or C++), and a background in mathematics, statistics, or a related field. Familiarity with statistical modeling software, trading platforms, and experience with financial data feeds or databases is typically required. Exceptional analytical thinking, attention to detail, and the ability to work under pressure are crucial soft skills in this role. These skills enable the development and execution of profitable trading strategies, effective risk management, and quick decision-making in dynamic financial markets.

What are common challenges faced by statistical arbitrage quantitative professionals in developing and maintaining trading strategies?

Statistical Arbitrage Quantitative professionals often face challenges such as adapting models to rapidly changing market conditions and managing risks associated with overfitting to historical data. Additionally, they must continuously monitor and refine algorithms to ensure strategies remain profitable and robust in the face of evolving market microstructure and competition. Collaboration with technology teams is also essential to optimize execution and data pipelines, making strong communication skills important alongside technical expertise.

What is the difference between Statistical Arbitrage Quantitative vs Quantitative Analyst?

AspectStatistical Arbitrage QuantitativeQuantitative Analyst
Required CredentialsDegree in Mathematics, Statistics, or Finance; often CFA or CQFDegree in Finance, Economics, Mathematics, or related fields; certifications like CFA common
Work EnvironmentQuantitative trading firms, hedge funds, proprietary trading desksInvestment banks, asset management firms, hedge funds
Job FocusDeveloping models for short-term trading strategies based on statistical patternsAnalyzing financial data, developing models for investment decisions

While both roles involve quantitative skills and financial data analysis, Statistical Arbitrage Quantitative specialists focus on developing trading strategies based on statistical patterns for short-term trading, often within trading firms. Quantitative Analysts may work across broader financial analysis, risk management, and investment decision-making in various financial institutions.

What are popular job titles related to Statistical Arbitrage Quantitative jobs?

For Statistical Arbitrage Quantitative jobs, the most frequently searched job titles are:

Infographic showing various Statistical Arbitrage Quantitative 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 $129,666 per year, or $62.3 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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