New live position with a leading Global Multi-Strategy Hedge Fund who are seeking to hire a Quantitative Researcher to join an expanding team. The successful candidate for this role must have experience in researching Equities or Fixed Income Index Rebalance strategies. This role may be based in any one of our client’s Global office’s - but may also be remote if desired by prospective candidates.
- Experience researching and developing Quant Index rebalance Strategies (ESSENTIAL).
- PhD/M.S. in Science/Technology/Engineering/Mathematics or similar field.
- Python & SQL
- Must be familiar with software design principles, statistics, and the Linux programming environment.
- Some experience in machine learning (preferred)
- A minimum of 3 Years of working experience in buy side quantitative research. While 3 years remains the minimum, the relevant PM is also open to hiring more senior candidates.
- Experience with other systematic flows such as CTA, Risk Parity, Vol Targeting, Options Gamma Hedging (plus).
- Assisting a very successful PM developing systematic event-driven trading strategies
To discuss these unique opportunities further and to obtain a full job specification, please contact: