Our client, a leading global multi strat hedge fund (10+Bn AUM) are now seeking a talented Quantitative Researcher to join a team alongside a very successful Portfolio Manager in their ever expanding London function.
This role will directly support the Portfolio Manager and senior researchers in the team.
Requirements:
- 3-5 years of experience working in a quantitative/systematic hedge fund, investment bank or other trading environment
- MSc or PhD in STEM or related quantitative field with a strong understanding of econometrics and applied statistics
- Strong programming skills (Python required)
- Experience with AWS (plus)
- Some quantitative research or market exposure is required, though not specific to any product
- Excellent analytical/conceptual problem-solving skills with ability to leverage quantitative and qualitative approaches to develop actionable recommendations
- Ability to work independently and in a team environment
- Able to prioritize and act in a fast paced, high pressure, dynamic environment
This is a very unique and exciting opportunity to join one of the world's top hedge funds and dramatically increase your earning potential. Our client has one of the best performance and award structures globally, including strong sign on and guaranteed bonuses and is also well regarded for its strong training and collaborative team based culture.
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