• CDI, Plein-temps
  • Anson McCade
  • 2018-07-16
  • Londres, Angleterre, Royaume-Uni
  • Competitive
  • Plein-temps

Quantitative Researcher

Our client is a market leading globally Top-10 Systematic hedge fund, who works on deploying trading strategies across multiple liquid asset classes. Currently this fund is looking to expand their London offices headcount – particularly with regards to their systematic futures and FX research teams. Due to the prestigious reputation of this client, they mainly hire at the top-end of the market in terms of education or relevant experience with competitor funds and banks.

Quantitative Researcher

London Based

 

 

Our client is a market leading globally Top-10 Systematic hedge fund, who works on deploying trading strategies across multiple liquid asset classes. Currently this fund is looking to expand their London offices headcount – particularly with regards to their systematic futures and FX research teams. Due to the prestigious reputation of this client, they mainly hire at the top-end of the market in terms of education or relevant experience with competitor funds and banks.

 

Within their London office, there is a large degree of flexibility regarding working collaboratively or working in a more silo’d environment – and so provides great prospects for future career progression.

 

 

 

Responsibilities:

 

  • Developing systematic trading strategies, back-testing these strategies and them implementing them
  • Begin researching new and improving current trading strategies, and optimising existing portfolio’s
  • Monitor strategy execution
  • Contribute to the growth of the investment process and research infrastructure

 

 

 

Preferred skills and Experience:

 

  • An advanced Masters or PhD in a quantitative subject such as; Mathematics, Applied Mathematics, Physics
  • Strong communication skills, ability to work collaboratively as part of a team, with a degree of autonomy
  • A minimum of 2 years experience on the Quantitative Finance industry, as well as some experience with Futures and FX (Preferred – not required)
  • Strong Experience with using Python
  • Some experience with using C++ or Java (Preferred -  not required)
  • Experience with one of the following;
  • Processing real-time market data (for example using B-PIPE, TREP or by a similar means)
  • Experience with execution/order management systems (holding periods on a minute scale)
  • Intraday Alpha signal research
Londres, Angleterre, Royaume-Uni Londres Angleterre GB