A leading systematic hedge fund, originating in New York is looking to grow its already established London office. The portfolio manager you will be working with has an excellent track record working at some big names in systematic investing. The fund focusses on trading systematic equities and has an excellent track record doing so.
You will be responsible for:
- Research and development of statistical- and machine learning-based trading models
- Research and Trading of Medium frequency equity strategies
- Research & implementation of new trading strategies
- High level statistical research
Applicants must have an outstanding academic background in addition to:
- A Masters or PhD in a quantitative subject from a top-tier university
- Experience in a data science, quantitative research or trading role from as hedge fund or Bank
- Some understanding of systematic equities from experience or post doc.
As a guideline, suitable candidates are likely to have around 1-3 years experience. Post Doc and internship experience will be considered.
In order to apply please send your CV in WORD FORMAT to firstname.lastname@example.org or call +44 (0) 208 004 4029
Interviews have already begun to take place.