Quantitative Researcher

A well-known multi-manager hedge fund is seeking to bring on a quantitative researcher to join an established pod focussed on mid-frequency systematic equities. Candidates should bring at least 2 years experience of signal research (sellside or buyside/combination) and will play a critical role in alpha research, signal generation, and model development.

You will:

• Responsible for independent alpha signal research, back testing, and performance evaluation using large datasets.
• Collaborate with portfolio managers to integrate signals into live strategies and enhance portfolio construction methods.
• Continuously monitor strategy performance and market conditions to improve and refine existing models.

Background:

• Top-tier educational background, with evidence of relevant research, ideally to PhD level.
• Proficiency in Python essential
• Self-motivated and comfortable under pressure