Our client - a highly successful multi-strategy hedge fund - is looking for a talented Quantitative Researcher to join a new, exciting team in Geneva or Paris.
The Opportunity:
- Working alongside an experienced systematic PM with a strong track record
MAIN DUTIES/RESPONSIBILITIES OF THE ROLE:
• Implement strategies within the firm’s trading framework
• Analyse large data sets using advanced statistical methods
• Back testing strategies in a framework developed in Python
• Focus throughout the day is on researching and implementing trading ideas
WORK EXPERIENCE / SKILLS:
• 3+ years of Python
• Significant experience working with Python scientific computing packages (numpy, scipy, pandas, matplotlib, sklearn, etc.)
• Knowledge of reference data, pricing data, across multiple assets types (credit, rates, currencies, derivatives, equities)
• Knowledge and experience building execution algorithms
• Strong quantitative reasoning skills and an interest in working at the intersection of research and software engineering
• MS/ PhD in Computer Science, Financial Engineering, or related discipline
• Self-motivated, proactive
• Ability to perform well under pressure
• Enthusiastic, flexible and adaptable
• Ability to work effectively and independently as well as part of a team
• Good interpersonal skills
• Strong communication, problem solving skills
• French and English speaking person
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