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Statistical Arbitrage Jobs (NOW HIRING)

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 ...

Data Engineer

New York, NY

$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 ...

Quantitative Researcher

Manhattan, 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 ...

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 ...

Showing results 21-40

Statistical Arbitrage information

See salary details

$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.

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 other helpful pages are available for Statistical Arbitrage?

Other pages related to Statistical Arbitrage:

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.

Quantitative Trading & Research - Systematic Trading - Associate

Manhattan, NY • On-site

JPMorgan Chase & Co.
Finance and Insurance • 10K+ employees

$150K - $200K/yr

Full-time

Medical, Retirement

Re-posted 5 days ago


JPMorgan Chase & Co. rating

7.9

Company rating: 7.9 out of 10

Based on 500 frontline employees who took The Breakroom Quiz


Job description


Are you ready to make an impact in Equity Derivatives trading? As a Quantitative Trading & Research (QTR) team member, you will drive innovation across the vol trading ecosystem by applying advanced data analytics, statistical modeling, and machine learning. Join our global team and leverage your skills to shape the future of financial markets.
We offer comprehensive training and growth opportunities to enhance your skills and advance your career. Our diverse team supports a wide range of business functions, providing a unique environment for professional development. We are committed to accommodating diverse needs and fostering an inclusive workplace.
Job Summary
As an Alpha Quant on the Equity Derivatives QTR team, you will focus on end-to-end alpha research and strategy deployment across equity options and volatility markets. You will help drive the alpha research agenda for Systematic Derivatives, using data analytics and software engineering to deliver research-to-production strategies. Your role will involve feature engineering from diverse data sources, building robust alpha calibration, attribution, and monitoring frameworks, partnering closely with trading, and implementing systematic strategies with strong attention to execution, hedging, and risk.
Job Responsibilities
  • Work closely with trading to build end-to-end design and implementation of daily and intraday signal research and deployment infrastructure, with special focus on equity derivatives / Systematic derivatives.
  • Contribute from idea generation to production implementation: perform research, design prototypes, implement alpha signals and systematic strategies; support daily usage, monitor performance, and iterate based on live feedback.
  • Research and model equity options and volatility dynamics (e.g., surface arbitrage, term structure, skew, dispersion, event risk, RV) and translate insights into deployable systematic strategies.
  • Develop and maintain robust backtesting, attribution, and regime analysis frameworks tailored to derivatives PnL drivers.
  • Build models that integrate fundamental, quantitative, and microstructure features to support risk internalization and/or risk warehousing, using statistics, machine learning, or heuristics as appropriate.
  • Partner with the business on alpha capture, risk recycling, hedging design, and position/risk management for derivatives strategies (including Greeks and scenarios).
  • Collaborate broadly with QTR teams across regions to build reusable research libraries, tooling, and standardized workflows for experimentation, deployment, and monitoring.
  • (Plus) Leverage AI/ML and modern AI tooling to accelerate research and improve developer productivity, with an understanding of AI productionization (model governance, evaluation, monitoring, and safe professional use of AI agents).

Required Qualifications, Capabilities, and Skills
  • You have a strong quantitative background, as well as practical problem-solving skills.
  • You have direct working knowledge of signal research with market data and other financial data, alpha capture, and risk warehousing, preferably in equity derivatives.
  • You like working closely with trading desks, understanding their business, and have a strong mind-set of ownership to have an impact on the way they operate.
  • You demonstrate proficiency in code design and programming skills, with primary focus on Python, KDB, C++ or Java in a commercial environment.
  • You have practical data analytics skills on real data sets gained through hands-on experience, and can handle and analyze complex, large scale, high-dimensionality data from various sources.
  • You quickly grasp business concepts outside immediate area of expertise and adapt to rapidly changing business needs.
  • You think strategically and creatively when faced with problems and opportunities. You always look for new ways of doing things.
  • Your excellent communication skills, both verbal and written, can engage and influence partners and stakeholders.

Preferred Qualifications, Capabilities, and Skills
  • Strong graduate degree (MS or PhD) in a quantitative field (Computer Science, Financial Engineering, Mathematics, Physics, Statistics, Economics, ...).
  • Strong expertise in statistics and machine learning in financial industry.
  • Robust testing and verification practice.
  • Direct experience with electronic trading, and knowledge of trading algorithms.
  • 3 to 5 years' experience in finance: market making, electronic trading, trading strategies (high to low frequency: market making, statistical arbitrage, option trading...), or derivatives pricing and risk management.
  • Knowledge of equity derivatives and volatility products is a plus.
  • Plus: experience leveraging AI for research and engineering workflows, and familiarity with productionizing AI (repeatable pipelines, evaluation/monitoring, model risk awareness) and using AI agents professionally.

About Us
JPMorganChase, one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world's most prominent corporate, institutional and government clients under the J.P. Morgan and Chase brands. Our history spans over 200 years and today we are a leader in investment banking, consumer and small business banking, commercial banking, financial transaction processing and asset management.
We offer a competitive total rewards package including base salary determined based on the role, experience, skill set and location. Those in eligible roles may receive commission-based pay and/or discretionary incentive compensation, paid in the form of cash and/or forfeitable equity, awarded in recognition of individual achievements and contributions. We also offer a range of benefits and programs to meet employee needs, based on eligibility. These benefits include comprehensive health care coverage, on-site health and wellness centers, a retirement savings plan, backup childcare, tuition reimbursement, mental health support, financial coaching and more. Additional details about total compensation and benefits will be provided during the hiring process.
We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants' and employees' religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an accommodation.
JPMorgan Chase & Co. is an Equal Opportunity Employer, including Disability/Veterans
About the Team
J.P. Morgan's Commercial & Investment Bank is a global leader across banking, markets, securities services and payments. Corporations, governments and institutions throughout the world entrust us with their business in more than 100 countries. The Commercial & Investment Bank provides strategic advice, raises capital, manages risk and extends liquidity in markets around the world.

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