Junior Quantitative Researcher

Our client is a leading, multi-strategy hedge fund with offices globally - engaging in systematic, process-driven proprietary trading. They build systematic strategies to capture alphas / market inefficiencies across various asset classes and horizons (HFT to LFT). This is an opportunity to be a part of a collaborative team, focusing on alpha research, and systematic strategy development.

The Role:

• Your core objective is to create high quality predictive signals
• By leveraging access to large and diversified datasets you will identify statistical patterns and opportunities
• Share and discuss research results, methodology, data sets and processes with other researchers
• Implement the signals and the relevant datasets within the global execution platform
• Monitor signal behaviour and model performance over time
• You would lead the full strategy research cycle from signal generation to implementation

Requirements

• Quantitative background - includes degrees in Mathematics, Statistics, Econometrics, Financial Engineering, Operations Research, Computer Science and Physics.
• Programming proficiency with at least one major programming or scripting language (e.g. C++, Java, Python).
• Strong communication skills and ability to work well with colleagues across multiple regions.
• Ability to work well under pressure.