My client is a renowned systematic Hedge Fund with over 1000 employees and boasting a strong track record spanning over the last 30 years. They are looking for a Quantitative Researcher to build systematic trading strategies across various asset classes and global markets.
As a multi-billion dollar hedge fund, they have long been recognised as pioneers in the space, taking pride in being highly driven by research, data and technology. The team looking to expand is a highly successful quantitative strategies desk based in New York largely composed of traders, researchers and engineers.
Key responsibilities will include
- Collaborating with other researchers to collect data and analyse targeted markets in search of trends and patterns.
- Analyse strategy and performance, optimising the portfolio
- Utilising this data to develop predictive trading models and generate signals
- Backtesting signals and converting them into strategies, capitalising on opportunities in the market.
Outstanding PhD holders or candidates, with a multitude of research carried out across the fields of computer science, maths, physics or engineering. Past successful candidates have been involved in international Olympiads or in similar national competitions, they may have publications and patents or are currently involved in postdoctoral research.
- Top of the market compensation package
- Offers great 401k contribution
- Flat collaborative structure
- Top healthcare plan and comprehensive maternity/paternity policy
- Access to an onsite gym, stocked pantry and free lunch
Visa sponsorship is available