Systematic Quantitative Researcher (Equities)

My client are looking to onboard junior to mid-level Quantitative Researchers to work on all levels of the firm's research and development projects.

• Research: working alongside senior researchers on end-to-end research, including data analysis, alpha generation, backtesting and trade implementation
• Development: building and enhancing tools for trading, statistical models, data processing and portfolio management
• Trading: daily monitoring of trading, liaising with brokers, identifying anomalies and working on infrastructure enhancement

Requirements:

• Technical Master/PhD degree, including but not limited to, Mathematics, Statistics, Computer Science, Financial Engineering or Physics
• 2-5 years of experience in a buy-side research position, preferably within the systematic equities space (although open on asset experience)
• Standout entry level PhD graduates will be considered. Strong GPAs required from top institutions
• Experience in applying modern ML techniques and applications in quant modelling would be a strong plus
• Candidates should have some experience in programming languages such as C++, Python and/or Java
• Excellent communication skills and the ability to work effectively in a team
• UK/EU citizens preferred but work visa and sponsorship will be offered for exceptional candidates