Our values
and our work.
Our values
and our work.
Our history.
GSA stands for Global Statistical Arbitrage - a quantitative trading strategy that trades publicly-listed companies in a 'market-neutral' way.
GSA was also the name of a trading team run by our founder Jon Hiscock within Deutsche Bank many moons ago. In 2005, Jon spun the team out and kicked off our firm.
Today, we trade a wide range of systematic trading strategies across all asset classes and regions, with holding periods ranging from minutes to months. One thing that hasn't changed is the tight-knit and friendly atmosphere that makes GSA a special place to work.
Our
values.
Integrity.
Numbers don't lie.
Neither do we.
Being thoroughly decent humans is key to our identity and culture; without this, it simply wouldn't feel like GSA. Our core value of integrity fosters a culture of sound decision-making, responsibility, and trust, embodying what it means to "do the right thing".
Grit and
intellectual
challenge.
Not just solving.
Evolving.
We have a clear vision: to be one of the longest-living high performing quant trading firms. Systematic trading is ever-evolving, and staying successful over the long haul is no small feat. It's not just about being good at what we do now; it's about constant innovation, adaptability, and a determination to tackle problems head-on.
Agency and
collaboration.
Individual power.
Collective progress.
'Agency' speaks to our belief in individual empowerment and personal responsibility, balanced with an emphasis on collaboration. Agency isn't simply about freedom of action — it's about entrusting exceptional talent with the power to influence their own and our collective future. It's working together on a challenge much bigger than any one of us.
Pragmatism.
Dreams and visions.
With deadlines.
Achieving our vision involves tackling tough intellectual challenges with grit and perseverance, balanced with fierce commerciality. In our fast-changing and highly competitive environment, we align our research and actions with real-world objectives, ensuring our approach remains adaptable and practical.
Our
work.
Research at GSA means combining creativity, rigour and attention to detail in the design of systematic trading strategies. Quantitative researchers utilise techniques from many branches of applied mathematics and statistics to evaluate large quantities of relevant data, build statistical forecasting models and develop trading strategies based on those models.
Below are some of the areas our quants work in. Unlike other firms that adopt a single modelling paradigm, we have many parallel approaches run by different teams. Some researchers will end up heading a team working across all the areas below, slotting the pieces together, and ultimately taking responsibility for creating a trading strategy they run and maintain, end-to-end. Other quants prefer to remain specialists in one of these domains, working within a single team or across multiple teams.
Think like us?
See our latest roles.
Featured jobs
in
Cambridge
Cambridge Quant Presentation 2024
Date: 4 November 2024 at 2pm
Location: MR3, Centre for Mathematical Sciences, Wilberforce Road, Cambridge, CB3 0WA
Systematic Trading at GSA
Quantitative trading firms such as GSA capital use a combination of mathematical and computational tools to identify and act on profitable opportunities in the market. But unfortunately, being able to reliably predict the movement of a stock far from guarantees a profit. This talk will focus on the costs of trading in the market, the impact that a large trade causes, and the nuances of executing the "perfect" trade.
This talk will be suitable for students from a wide variety of fields, including mathematics, physics, computer science, economics, finance, computational linguistics, and machine learning.
Speaker:
Neeraja Bhamidipati is a quantitative researcher at GSA Capital and works in the Execution Services Group, where her primary focus is on researching ways to optimise execution costs. Before joining GSA Capital in 2021, she was a postdoctoral researcher at Princeton University. She has a background in applied mathematics and mechanical engineering, and a PhD in fluid mechanics from the University of Cambridge.
Audience:
We welcome students of all academic levels from the Computer Science, Engineering, Mathematics, Statistics and any other closely related disciplines. The event will start with a short presentation followed by informal chats with representatives from GSA over food and drinks.
Please register interest so we can gauge numbers for catering purposes.
Oxford
Oxford Quant Presentation 2024
Date: 29 October 2024 at 6pm
Location: L6, Oxford University Mathematical Institute, OX2 6GG
Systematic Trading at GSA
Quantitative trading firms such as GSA capital use a combination of mathematical and computational tools to identify and act on profitable opportunities in the market. But unfortunately, being able to reliably predict the movement of a stock far from guarantees a profit. This talk will focus on the costs of trading in the market, the impact that a large trade causes, and the nuances of executing the "perfect" trade.
This talk will be suitable for students from a wide variety of fields, including mathematics, physics, computer science, economics, finance, computational linguistics, and machine learning.
Speaker:
Neeraja Bhamidipati is a quantitative researcher at GSA Capital and works in the Execution Services Group, where her primary focus is on researching ways to optimise execution costs. Before joining GSA Capital in 2021, she was a postdoctoral researcher at Princeton University. She has a background in applied mathematics and mechanical engineering, and a PhD in fluid mechanics from the University of Cambridge.
Audience:
We welcome students of all academic levels from the Computer Science, Engineering, Mathematics, Statistics and any other closely related disciplines. The event will start with a short presentation followed by informal chats with representatives from GSA over food and drinks.
Please register interest so we can gauge numbers for catering purposes.
London
Quantitative Researcher
New York
Quantitative Researcher
London, New York
Quantitative Researcher - Intern
Cambridge
Research Workshop 2024
Are you:
- Curious how quantitative traders aim to deliver superior long-term investment performance?
- A quantitative thinker with a deep interest in statistics, probability, and technology?
- Intrigued by developing performant and insightful solutions to challenging modelling problems?
- Keen to use logical reasoning and data to formulate and test hypotheses about the behaviour of financial markets?
What can you expect?
- An open-ended, difficult to solve problem. Specifically, building an algorithmic trading strategy.
- An accompanying mini-lecture where we candidly explain what quantitative trading really involves.
- Advice and support from instructors with industry experience of developing trading strategies.
- Prizes for the best performing strategies plus other goodies.
- Food and drink.
We are limited to 20 places. Places are allocated on a suitability basis.
Application deadline:
- 1 November 2024 at 5pm
Where and when?
CAMBRIDGE, UK:
Tuesday 12 November 2024, 6:00pm-8:30pm
MR4, Centre of Mathematical Sciences, University of Cambridge, Wilberforce Rd, Cambridge, CB3 0WA.