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Data Scientist
1 month ago
We are working on behalf of a global, multi-strategy hedge fund to find a researcher to advance our quantitative research capabilities. This role is based in London and requires a hybrid working model with a minimum of 3 days per week in the office.
Key Responsibilities:
- Collaborate with the Portfolio Manager on alpha research, focusing on idea generation, data gathering, model implementation, and backtesting for systematic equity strategies.
- Develop and deploy machine learning methods for signal generation and portfolio optimisation.
- Build scalable and efficient machine learning pipelines to support research in a trading environment.
- Leverage financial insights and statistical learning techniques to analyse a range of datasets, creating predictive models for the investment process.
Preferred Qualifications:
- Strong research and programming skills in Python.
- A degree (Bachelor's, Master's, or PhD) in a quantitative subject such as Applied Mathematics, Statistics, Computer Science, or a related field from a top-ranked university.
- 2+ years of experience using machine learning techniques, including computer vision.
- Experience in creating alpha features and completing projects independently.
Preferred Experience:
- 2+ years of experience applying machine learning techniques (open to candidates from both finance and technology sectors).
Valued Qualities:
- Strong economic intuition and critical thinking.
- Knowledge of equities and product experience in financial markets.
Working Arrangements:
- Immediate availability preferred, with flexibility for candidates with a 12-month non-compete agreement.