A highly successful $3bn team, within a well-established systematic hedge fund, is looking to add a Quantitative Researcher with short-term/Intraday Futures experience to further diversify their portfolio.
This hire will join a collaborative and flat structured team, comprised of five investment professionals, taking full ownership of their intraday Futures Alpha - a clear mandate which will have great deal of impact.
This person must have prior experience researching and developing intraday signals and be proficient in Python. Whilst there is a preference for this individual to be able to bring some working Alpha with them, it is not absolute necessity.
- Hold at least a MSc within a quantitative field from a top tier University.
- Experience within intraday/multiday systematic futures.
- Ideally having worked within Hegde Fund or Proprietary Trading business.
- Must be able to code in Python.
- Be familiar with alpha signal construction methodologies.
- Knowledge of portfolio construction/optimisation.