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 University Quant Presentation 2025
Date: 27 October 2025 at 4pm
Location: MR2, Centre for Mathematical Sciences, Wilberforce Road, Cambridge, CB3 0WA
Systematic Trading at GSA
Quantitative trading firms like GSA Capital combine advanced mathematics, statistical modelling, and high‑performance computing to uncover and capitalize on opportunities in financial markets. This talk will provide a high‑level tour of the systematic trading pipeline - from signal generation, through portfolio construction, to trade execution, highlighting the key mathematical and computational techniques underpinning each component.
Speaker:
Lorenzo Lucchese is a Quantitative Researcher at GSA Capital, specializing in the development of high‑frequency trading (HFT) strategies. He joined GSA in 2024 after completing a PhD at the Mathematics of Random Systems CDT (Imperial College London and University of Oxford), where his research focused on stochastic processes and machine learning.
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 2025
Date: 20 October 2025 at 6pm
Location: L6, Oxford University Mathematical Institute, OX2 6GG
Systematic Trading at GSA
Quantitative trading firms like GSA Capital combine advanced mathematics, statistical modelling, and high‑performance computing to uncover and capitalize on opportunities in financial markets. This talk will provide a high‑level tour of the systematic trading pipeline -from signal generation, through portfolio construction, to trade execution - highlighting the key mathematical and computational techniques underpinning each component.
Speaker:
Jan Stanczuk is a Quantitative Researcher at GSA Capital, working on systematic trading strategies. He joined GSA in 2024 after completing a PhD at University of Cambridge, where his research focused on Deep Generative Modelling and Diffusion Models.
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 Research Workshop 2025
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.
Places are allocated on a suitability basis and are limited to 20 students. Please note this workshop is only for students enrolled at the University of Oxford.
Application deadline:
- Sunday, 2nd November at 5pm
Event date:
- Monday, 10th November, 6:00pm-8:00pm
Location:
- L6, Oxford University Mathematical Institute, OX2 6GG
New York
Quantitative Researcher
London
Quantitative Researcher - Intern
London
Women in Trading & Technology Insight Programme
Join us for GSA’s inaugural Women in Trading & Tech Insight Programme 2026
Over March/April 2026, we will welcome a select group of women to our London office for a 2 day immersive introduction to quantitative research, technology and life at GSA.
Why attend?
- See how mathematicians, engineers and computer scientists turn data into trading strategies
- Tackle immersive challenges, gaining hands on exposure to our work
- Receive one on one mentorship from our trading and technology teams
- Get a taste of our culture and network with diverse individuals
- Gain career advice from the recruitment team
- Accommodation and travel expenses covered by GSA*
Who can apply?
- First year undergraduate or postgraduate women in STEM disciplines from any university globally (e.g: Maths, Physics, Engineering, Computer Science, Statistics)
- Strong problem solving skills and curiosity to learn
- Interest in working within a quantitative environment
Please apply here and we will get in touch with more details soon. Please note, applicants will be reviewed on a rolling basis.
*Visa expenses will be covered on a case by case basis