Quant Researcher role within a specialist systematic trading house – one of the most profitable per head in the City of London.
Join a well-established hedge fund who have achieved unprecedented success in the FX and Futures markets and are now building out an Equities business from scratch.
You’ll be using a range of research approaches including ML methods to build out a whole new trading function. The fund is looking to go live in early 2021 with a focus on StatArb of mid-frequency equities trading strategies.
- A PhD from a top university in Mathematics, Statistics, ML/AI, Signal Processing or Physics.
- Extensive experience of Python. Java and C++ experience is nice to have but not an absolute necessity.
- Experience working on statistical arbitrage projects, ideally in buyside firms to implement mid-frequency Equities trading strategies.
- Hugely competitive package up to £500k TC
- Fast paced and collaborative environment
- Flat structure of senior technologists and business stakeholders where everyone’s voice is heard