My client is systematic hedge fund with offices globally. Their teams trade all liquid markets and cover a mix of HFT, Stat Arb/Mid-Frequency, Quant Macro, and Event-Driven strategies. The firm is looking for junior-level Quantitative Researchers to be responsible for end-to-end strategy research, in collaboration with other Quantitative Researchers, Developers and Traders. This is an excellent opportunity for PhD and strong Master’s graduates with a background in mathematics, statistics, or a related field. Successful candidates will work in a collaborative environment where they will cover the full strategy pipeline from initial data analysis/cleaning to implementing and monitoring strategies.
The Role:
*Involvement in all aspects of the strategy development process, from research based on large datasets to the creation, backtesting and implementation of strategies.
*You will use quantitative methods to conduct in-depth analysis of market patterns and trends. You will use methods such as statistical modelling and machine learning techniques to identify tradeable opportunities.
*This is a collaborative environment where you will work with other quantitative researchers to collect data, discuss research, and optimise  systematic trading strategies.
Requirements:
*The ideal candidate will have a Master’s or PhD in a numerate field of study, such as Mathematics, Physics, Computer Science, or Engineering.
*Excellent coding ability in at least one language. Previous successful candidates are proficient users of Python, C++, Java, MATLAB, etc.
*Experience/knowledge of finance from academic studies, internships or professional work.
*Strong attention to detail, excellent problem-solving abilities, and the ability to work well in a collaborative environment.