A leading international systematic trading firm is seeking a mid-level statistical arbitrage quantitative researcher/trader in London. This role involves designing, developing, and implementing systematic trading strategies with a focus on US equities intraday trading. Candidates should have an advanced degree in a quantitative subject and programming experience in languages such as C++, C#, or Python. Opportunities to work on alpha research alongside industry professionals are provided, with compensation including bonuses based on performance. #J-18808-Ljbffr The London Intraday Quant Trader – Statistical Arbitrage role at Radley James is now open for applications in Greater London, England, United Kingdom. Please review the full job details above before applying. If your experience matches this role, we encourage you to apply. All applications are reviewed carefully by our team. The position is based in Greater London, England, United Kingdom.