A leading Global Hedge Fund ($30bn) is seeking to hire a quantitative researcher and as part of their continuing international expansion. My client is a leading high / mid frequency proprietary trading house, looking to build out their London office and is looking for the exceptional systematic researchers to help build and test quantitative models, using the firms significant resources. Each desk has autonomy over their strategies, but will have access to the firms infrastructure and in-house trading systems.
- Research and implement new investment strategies within our research environment framework.
- Apply statistical and quantitative techniques to a large body of datasets to identity trading opportunities.
- Develop strong understanding of financial markets
- Creating, implementing, and deploying high-frequency trading algorithms and cutting edge trading strategies
- Creating tools for data analysis of patterns
- Supporting the trading by contributing to the development of analytical computation libraries
- Advanced degree in a quantitative field (Mathematics, Statistics, Computer Science, Engineering, Physics)
- Programming proficiency in at least one major programming language (Python, Matlab, C++, C#)
- Strong communication skills and ability to work well under pressure
- Experience working with large datasets
- 7-10 years of quantitative research experience
- Proficient in back-testing, simulation, and statistical techniques
- Can work individually or can build out their own team of quants.