A blue-chip Hedge Fund are adding a Quantitative Researcher to work in a new team alongside an experienced PM running a niche investment strategy, focused on trading global equities, both long-short and statistical arbitrage.
Working alongside the PM, this candidate will have exposure to the full array of the portfolio management investment process, from idea generation right through to risk and modelling.
- 1-4 years of experience as a quantitative researcher/analyst ideally with a focus on systematic equities and/or statistical arbitrage strategies.
- Demonstrated ability to conduct independent research using large data sets.
- Keen interest in machine learning and optimization. Experienced in Python.
- Strong analytical and problem-solving skills.
- Strong focus on academic with a Masters or PhD degree in a quantitative subject such as Econometrics, Computer Science, Applied Mathematics, Statistics, Physics, etc.
Apply: Please send a resume to firstname.lastname@example.org