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Systematic Trading Quant Researcher

2 months ago

London, Greater London, United Kingdom Oxford Knight Full time
Location: New York or London

Salary: k TC

A prominent systematic hedge fund engaged in diverse financial markets is on the lookout for a quantitative alpha researcher to join their machine learning systematic trading team, located in either New York or London.

This team is dedicated to researching, developing, and maintaining systematic trading models within the liquid futures domain. Your responsibilities will center around the research and implementation of fully automated systematic futures signals, with a focus on intraday to daily timeframes.

To excel in this role, you should possess strong development skills, meticulous attention to detail, and robust analytical problem-solving abilities.

Key Qualifications
  • A minimum of 2-4 years of relevant research experience (scalable short- and medium-term alpha)
  • Advanced degree (MS/PhD) in Statistics and/or Computational Mathematics from a prestigious institution
  • Proficient programming skills: fluency in Python and R is essential, along with the capability to write efficient code
  • Deep understanding of probabilities, statistics, and optimization techniques
  • Experience in handling large datasets

Benefits and Incentives
  • Attractive base salaries complemented by performance-driven bonuses
  • A highly collaborative environment where ideas are valued and implemented
  • Opportunity to work alongside passionate, innovative, and exceptionally talented individuals