Quantitative Research Lead

2 months ago


England, United Kingdom Selby Jennings Full time

I am working with a pod at a tier-1 multi-manager who are looking for a quantitative research lead to be based in London.

Key Responsibilities:

  • Lead and manage a team of quantitative researchers and analysts.
  • Develop, backtest, and implement systematic trading strategies across various asset classes.
  • Conduct in-depth research to identify new investment opportunities and enhance existing strategies.
  • Utilise advanced statistical and machine learning techniques to analyse large datasets and uncover market inefficiencies.
  • Collaborate with portfolio managers and other teams to integrate research findings into the investment process.
  • Stay abreast of the latest developments in quantitative finance, data science, and financial markets.
  • Present research findings and strategy performance to senior management and stakeholders.

Qualifications:

  • Ph.D. is preferred
  • 5 - 10 years of experience in quantitative research and strategy development within a hedge fund.
  • Strong programming skills in languages such as Python, R, or C++.
  • Proficiency in data analysis, statistical modelling, and machine learning techniques.
  • Excellent problem-solving skills and attention to detail.
  • Strong communication and leadership skills with the ability to work effectively in a team-oriented environment.
  • Proven ability to manage multiple projects and meet tight deadlines.

Benefits:

  • Competitive salary and performance-based bonuses.
  • Generous paid time off and flexible working hours.
  • Professional development opportunities and continuous learning initiatives.
  • Collaborative and inclusive company culture.

If interested, please let me know by applying directly or emailing me: harry.moore(at)selbyjennings.com



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