Systematic Quant Researcher

3 weeks ago

London, United Kingdom Anson McCade Full time

My client is a global, multi-strat hedge fund who are currently undergoing a build out of their systematic trading arm. They are looking for a quantitative researcher with experience of working within systematic equity or macro strategies, ranging from stat arb, event driven, or machine learning techniques. The ideal candidate will have experience in alpha research, systematic equity or macro strategies, be willing to join a collaborative setup and be able to assist in the build out of the platform.

Responsibilities:

  • Idea generation, data gathering and research/analysis, model implementation and backtesting for systematic equity or macro strategies
  • Demonstrated ability to conduct independent research using large data sets
  • Conduct original quantitative alpha signal research (through ML/NLP techniques, stat arb or event driven)
  • Combine sound financial insights and statistical learning techniques to explore, analyze, and harness a large variety of datasets in order to build strong predictive models which will be deployed to the investment process
  • Candidates with quantitative development experience will be considered as well, provided they also have relevant research experience
  • Strong research and programming skills. Working knowledge of Python and/or C++.
  • Masters or PhD degree in a quantitative subject such as Computer Science, Applied Mathematics, Statistics, or related field

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