Quant jobs / Squarepoint Capital

Senior Quantitative Researcher – Intraday Statistical Arbitrage

A senior researcher role in intraday statistical arbitrage at a large multi-strategy quant manager. Work sits within the firm's automated trading framework.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Research short-horizon relative-value signals
Implement and deploy strategies in the firm's framework
Study exchange behaviour to understand why signals work
Verify that live trading matches research assumptions

What they ask for

Required

Degree in maths, statistics, econometrics, financial engineering, OR, CS or physics
Programming in at least one of C++, Java or Python
Statistical rigour and scepticism about results
Clear communication across regions
Working well under pressure

Education: Quantitative degree such as maths, statistics, econometrics, financial engineering, OR, CS or physics
Experience: Experienced systematic researcher; no specific years stated
Languages and tools: C++
Java
Python
Markets: equities, futures

How to prepare

Build a pairs or basket mean-reversion backtest on intraday data
Learn how fees, queues and slippage change intraday results
Study cointegration and residual-based signals
Practise cleaning and aligning tick data

What to study

The HFT Quantitative Researcher roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Squarepoint Capital’s site before applying: requirements, location and pay can change after we check them.

View the posting on Squarepoint Capital’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Squarepoint Capital and doesn’t handle applications.