Quantitative Researcher – Equities

This job posting expired and applications are no longer accepted.
Anson McCade
Published
4 December 2023
Location
London, UK
Category
Job Type
Junior  

Description

Quant Researcher/Trader - Mid Frequency Equities/Futures My client is a leading quantitative hedge fund with offices across Europe and Asia. They have a an extensive track record, with their Equities teams being some of the strongest in the quant space. This group operates across cash equities and futures, with time horizons varying from high frequency trading (Seconds) to intraday and mid frequency strategies (Multiple weeks/months). The firm is looking for a Mid/Senior level Quantitative Researcher to be responsible for developing and implementing high frequency strategies to exploit market inefficiencies, with the opportunity to manage a risk allocation and junior team members in a Quant Research lead position. This is an excellent opportunity for candidates with experience in cash equity or futures signal generation, machine learning or micro-structure research to monetize their work. The successful candidate will work in a collaborative team and report to a portfolio manager, with a view to progression to a sub-PM or PM seat. The Role: Involvement in all aspects of the strategy development process, from research based on large data sets to the creation, backtesting and implementation of strategies. Develop, implement, and optimize systematic strategies using statistical modelling, machine learning, or micro-structure research. Monitor and analyse trading performance, optimising performance where possible. This is a collaborative environment where you will work with other quantitative researchers, traders and developers to collect and clean data and research, develop and automate 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. Demonstrated quantitative, analytical and research skills from professional experience, successful candidates have 3 years of experience working with cash equities or equity futures, and have a track record of developing short-term strategies with holding periods from seconds to a day. Strong attention to detail, excellent problem-solving abilities, and the ability to work well in a collaborative environment. Benefits: Strong compensation, including relocation packages, sign-on bonuses and guaranteed 1st year compensation. End of year bonuses based on your own performance, and your overall team’s PnL 28 days of annual leave. Lunch, gym memberships and healthcare benefits. A thriving office, with hybrid/work from home opportunities.