Quantitative Researcher

An opportunity has arisen to join a leading Global Systematic Hedge Fund as an Intra-day Quantitative Researcher. Our reputable client has circa $15bn AUM, run a comprehensive range of systematic strategies and have access to a wealth of data sets. They are seeking an experienced Researcher to join their collaborative team and will consider candidates from any asset class and product background if the strategies are intra-day to high frequency.

Responsibilities

• Researching alpha signals and developing into fully fledged systematic strategies
• Utilising their first-class back testing infrastructure
• Involvement with building the collaborative core book with other signal researchers
• Working closely with portfolio management and risk management to monitor and manage live trading strategies

Essential

• Experience with Systematic Intra-day to high frequency strategies
• Advanced degree in quantitative discipline
• Proficient/ fluent in Python

We specialise in Systematic Quant recruitment. For a confidential discussion about this role, and the market in general, please reach out to me at ben@durlstonpartners.com or send an application.