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Statistical Arbitrage Jobs (NOW HIRING)

Morgan Stanley

Vice President, Sales

New York, NY

$230K - $250K/yr

Strategies including VWAP, TWAP, POV, smart order routing, market making, and statistical arbitrage; * Data Analysis in KDB and Python; * Technology Project Management; * Systems Architecture and ...

Point72

Business Manager, KEPL

New York, NY · On-site

We specialize in trading 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. We have an open ...

Morgan Stanley

Vice President, Sales

Manhattan, NY · On-site

$230 - $250/hr

Strategies including VWAP, TWAP, POV, smart order routing, market making, and statistical arbitrage; * Data Analysis in KDB and Python; * Technology Project Management; * Systems Architecture and ...

Morgan Stanley

Vice President, Sales

New York, NY · On-site

$230K - $250K/yr

Strategies including VWAP, TWAP, POV, smart order routing, market making, and statistical arbitrage; * Data Analysis in KDB and Python; * Technology Project Management; * Systems Architecture and ...

Socket.dev

Vice President, Sales

Manhattan, NY · On-site

$230 - $250/hr

Strategies including VWAP, TWAP, POV, smart order routing, market making, and statistical arbitrage; * Data Analysis in KDB and Python; * Technology Project Management; * Systems Architecture and ...

Point72

Business Manager, KEPL

New York, NY · On-site

We specialize in trading 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. We have an open ...

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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.

Equity Quant Trader [Multiple Positions Available]

JPMorgan Chase & Co

Manhattan, NY • On-site

$260K - $285K/yr

Full-time

Medical, Retirement

Posted 7 days ago

JPMorgan Chase & Co. rating

8.0

Company rating: 8.0 out of 10

Based on 495 frontline employees who took The Breakroom Quiz

72nd of 171 rated banks

Job description

DESCRIPTION:

Duties: Work as a quantitative trader on the US Program Trading (PT) Risk team. Handle the trading and risk management of index rebalancing and special situation strategies. Build systematic index prediction models to anticipate Index Rebalancing events. Test indicators on various dataset integrating advanced quantitative technics. Define quantitative process to trade strategies in a systematic framework, leveraging algo-trading capabilities. Monitor automated processes for program trade execution. Utilize portfolio construction principles to reduce factor risks through optimization technics. Integrate performance analytics into program trading infrastructure to improve its efficiency. Interact with trading, sales teams, and clients across the Equities division and engage with the Program Trading (PT) sales team on facilitating client trades, generate content and trading commentary. Forecast index related expected flow and associated market impact. Conduct active risk management and taking appropriate trading decisions to keep the risk profile of the business inline with the policy.

QUALIFICATIONS:

Minimum education and experience required: Bachelor's degree in Statistics, Computer Science, Finance, Economics, or related field of study plus 3 years of experience in the job offered or as Equity Quant Trader, Equity Portfolio Trading, or related occupation.

Skills Required: This position requires three (3) years of experience with the following: Utilizing sell-side quantitative trading techniques, including algorithmic trading and model-driven portfolio trading, in support of large-scale trading strategies, such as index rebalancing or other liquidity events, to balance liquidity and risk factor exposures, achieve cost-efficient implementation and enhance overall trading performance and revenue generation. This position requires two (2) years of experience with the following: Building systematic index prediction models including Python and KDB from diversified and thematic US index providers for scheduled events and special situations; building systematic and dynamic backtest in python and KDB on index strategies; utilizing statistical modeling including linear and logistic regression to perform alpha research, turnover reduction, market impact analysis, automatic pricing engine parameter calibration, clients tiering and generate reports on key performance metrics; utilizing Barra risk models and Minimum Variance Optimization models to reduce the risk of the portfolio; developing and backtesting systematic, end to-end, statistical arbitrage trading and quantitative event-driven strategies, independent of index rebalancing; utilizing KDB to build automated process to read, parse and store large scale index constituents data from Secure File Transfer Protocol (SFTP) sites; building interactive dashboards using JavaScript for data visualization and report generation; Developing using python, monitoring, and configuring algorithmic trading systems; Initiating and implementing systematic checks using Python to prevent system breaks; Author, publish, distribute research and commentary around index changes events to clients and sales, advising clients on trading opportunities and index inclusion.  

Job Location: 270 Park Avenue, New York, NY 10017.

Full-Time. Salary:  $260,000  - $285,000 per year.

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

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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