Greenwich / Stamford sub-market · Rank #13 of 17 for this discipline
Statistical arbitrage in Greenwich / Stamford
What is the statistical arbitrage market like in Greenwich / Stamford?
Greenwich / Stamford is a secondary centre for statistical arbitrage, with demand concentrated in a smaller set of desks. Statistical arbitrage trades large baskets of related instruments on mean-reversion and relative-value relationships identified statistically. It is the classic quant research discipline and the deepest employer of doctoral researchers. Typical holding horizon is intraday to weeks, hiring concentrates on quant researcher, quant developer, systematic portfolio manager, and 2 of the firms we track run a Greenwich / Stamford desk. Pay sits at roughly 97% of the New York benchmark for the equivalent role and seniority, quoted in USD.
Statistical arbitrage compensation in Greenwich / Stamford
Modelled total compensation for the roles this discipline hires, across every seniority we model, in USD.
| Role | Range | Reference estimate |
|---|---|---|
| Quant Researcher | $223k – $2.4m | $461k |
| Quant Developer | $175k – $1.2m | $330k |
| Systematic Portfolio Manager | $485k – $15m | $1.2m |
Methodology
Figures are expressed as annual total compensation (base salary plus expected performance bonus) in the reference market's local currency, converted from a US dollar base. They describe typical market ranges rather than any individual offer, and exclude sign-on payments, deferred equity and carried interest. Portfolio-manager figures reflect formulaic profit-share arrangements and are therefore far more dispersed than any other role.
KnowQuantIndex 2026.1 · Updated September 2026
Modelled bands describe the market, not an individual offer. Where an employer states pay, the stated figure is used and labelled as such.
Greenwich / Stamford · Statistical arbitrage · KnowQuant 2026.1