We are partnered with a top performing Quant PM seeking a highly analytical PhD graduate (recent or upcoming) to join their team at a leading, Tier 1 Hedge Fund. You will research, design, and backtest systematic trading strategies across global markets, using advanced statistical, machine learning, and optimisation techniques. Day-to-day, you will work with large, noisy datasets; build and refine predictive models; and collaborate with portfolio managers and developers to turn research into live, tradable signals.
Key responsibilities:
- Formulate and test alpha hypotheses using rigorous empirical methods.
- Build, validate, and improve quantitative models (time series, cross-sectional, ML).
- Design and implement robust backtests and performance analytics.
- Work closely with technologists to productionise research in a low-latency, real-time environment.
Requirements:
- PhD in mathematics, statistics, physics, computer science, engineering, or related.
- Strong programming skills in Python, C++, or similar, and experience with numerical/statistical libraries.
- Solid understanding of probability, statistics, and optimisation.
Curiosity, intellectual independence, and the ability to communicate complex ideas clearly to non-specialists.
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