Systematic Quantitative Researcher

Systematic Quantitative Researcher

Anson McCade London, United Kingdom

Job Type: In-Office Job, Permanent

Compensation: Market Leading Base + Bonus

Our client is a leading, multi-strategy hedge fund with offices globally – engaging in systematic, process-driven proprietary trading. They build systematic strategies to capture alphas / market inefficiencies across various asset classes and horizons (HFT to LFT). This is an opportunity to be a part of a collaborative team, focusing on alpha research, and systematic strategy development.

Your future role

• Your core objective is to create high quality predictive signals.
• By leveraging access to large and diversified datasets you will identify statistical patterns and opportunities.
• Share and discuss research results, methodology, data sets and processes with other researchers.
• Implement the signals and the relevant datasets within the global execution platform.
• Monitor signal behaviour and model performance over time.
• You would lead the full strategy research cycle from signal generation to implementation.

Minimum Requirements

• Min 4 years of relevant experience.
• Advanced degree in a quantitative field such as data science, statistics, mathematics, physics or engineering.
• Strong knowledge in statistics, machine learning, NLP or AI techniques is a plus.
• Coding skills required in at least one leading programming language (Python, R, Matlab and/or C++, C#).
• Experience in exploring large datasets across multiple time frames is a plus.
• Intellectual curiosity to explore new data sets, solve complex problems, drive innovative processes and connect the dots between multiple fields.
• Capacity to work with autonomy within a collegial and collaborative environment.
• Strong capacity to communicate with technologists, data scientists and traders across the globe.
• Proven track record in delivering successful systematic strategies.

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