Our client - a leading $25bn+ global hedge fund - is looking for a talented Quantitative Researcher to work alongside a highly successful Systematic PM with a strong track record.
This is an exciting opportunity to work closely with a leading PM on cutting-edge systematic strategies!
What you'll be doing:
- Implementing strategies within the firm's trading framework
- Analyzing large datasets using advanced statistical methods
- Backtesting strategies in a framework developed in Python
- the focus throughout the day will be on researching and implementing trading ideas
What you'll bring:
- Minimum 3-4 years of relevant Quantitative industry experience as a Researcher
- Proven successful track record (min. >$5m P&L with Sharpe 1.5+)
- Significant experience working with Python packages
- Knowledge of reference data, and pricing data, across multiple asset types (credit, rates, currencies, derivatives, equities)
- Knowledge and experience building execution algorithms
- MS/PhD in Computer Science, Financial Engineering, or related discipline
To obtain full details about the opportunity, please apply above or reach out directly to: Jamie@paragonalpha.com
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