A highly successful hedge fund, with several $bn AUM, is looking to add an additional Quantitative Researcher/Trader to one of their top performing teams.
This hire will join a strong performing Equity Statistical Arbitrage team and will focus on the development of short/Intraday to medium frequency Equity strategies.
This is a collaborative five person team which offer complete transparency. Beyond signal generation, individuals will have the opportunity to get involved with broader portfolio management responsibilities. Due to their size, this role has the opportunity to have a great impact on performance and remuneration will be reflective of this.
- Masters or PhD in a quantitative discipline
- Strong financial engineering and statistical modeling skills
- Previously worked within a hedge fund or proprietary trading firm
- At least three years experience generating systeamtic Equities signals
- A proven ability to build systematic strategies without guidance
- Keen interest in short-term / high-frequency trading
- Proficient in Python or C++