Quantitative Researcher (Systematic PM team)
Our client, one of the most successful and established macro hedge funds, managing over $25bn in capital, is looking to hire a talented Quantitative Researcher to join an incoming Systematic PM in London.
This is an incredible opportunity to work on a growing team with an experienced and profitable PM with an excellent track record.
What you'll be doing:
- Researching and developing new strategies, optimizing existing trading models and analysing large sets of data using advanced statistical methods.
- Implementing strategies within the firm's trading framework.
- Backtesting strategies in a framework developed in Python.
- Focus throughout the day is on researching and implementing trading ideas.
What you'll bring:
- MS/PhD in Computer Science, Financial Engineering or related discipline.
- 3-4+ years of relevant Quantitative industry experience as a researcher with exposure to multiple strategies.
- Knowledge of reference data, pricing data, across multiple asset types (FX, futures, equities, bonds, etc.)
- Knowledge and experience building execution algorithms.
For full details on the role, please apply below or get in touch at: