Description
My client is a leading systematic hedge fund with a primary focus in the equity, futures and FX space. They are actively building out their European business and expanding their London office. The firm’s founders have extensive industry experience at globally renowned proprietary trading firms and hedge funds within systematic research strategies. The firm are looking to onboard junior to mid-level Quantitative Researchers to work on all levels of the firm’s research and development projects. Research: working alongside senior researchers on end-to-end research, including data analysis, alpha generation, backtesting and trade implementation Development: building and enhancing tools for trading, statistical models, data processing and portfolio management Trading: daily monitoring of trading, liaising with brokers, identifying anomalies and working on infrastructure enhancement Requirements: Technical Master/PhD degree, including but not limited to, Mathematics, Statistics, Computer Science, Financial Engineering or Physics 2-5 years of experience in a buy-side research position, preferably within the systematic equities space (although open on asset experience) Standout entry level PhD graduates will be considered. Strong GPAs required from top institutions