Description

My client is systematic hedge fund with offices globally. Their teams trade all liquid markets and cover a mix of HFT, Stat Arb/Mid-Frequency, Quant Macro, and Event-Driven strategies. The firm is looking for graduate-level Quantitative Researchers to be responsible for the full lifecycle of strategy research, in collaboration with other Quantitative Researchers, Developers and Traders. This is an excellent opportunity for PhD and Master's level graduates with a background in mathematics, statistics, or a related field. Successful candidates will work in a collaborative environment where they will cover the full strategy pipeline from initial data analysis/cleaning to implementing and monitoring strategies.

The Role:

• Involvement in all aspects of the strategy development process, from research based on large datasets to the creation, backtesting and implementation of strategies.
• You will use quantitative methods to conduct in-depth analysis of market patterns and trends. You will use methods such as statistical modelling and machine learning techniques to identify tradeable opportunities.
• This is a collaborative environment where you will work with other quantitative researchers to collect data, discuss research, and optimise systematic trading strategies.

Requirements:

• The ideal candidate will have a Master's or PhD in a numerate field of study, such as Mathematics, Physics, Computer Science, or Engineering.
• Excellent coding ability in at least one language. Previous successful candidates are proficient users of Python, C++, Java, MATLAB, etc.
• Experience/knowledge of finance from academic studies, internships or professional work.
• Strong attention to detail, excellent problem-solving abilities, and the ability to work well in a collaborative environment.