At a Glance
- Tasks: Analyse weather data and develop statistical models for energy market forecasting.
- Company: Join a leading Hedge Fund with a talented team of Quants and engineers.
- Benefits: Earn up to £90k, enjoy bonuses, private medical insurance, and generous pension.
- Why this job: Make a real impact in energy markets while advancing your career in a supportive environment.
- Qualifications: PhD in Physics, strong SQL skills, and experience in Python or similar coding languages.
- Other info: Flexible work-from-home options and exciting company retreats await you!
The predicted salary is between 54000 - 126000 £ per year.
Would you like to advance your career as a Quantitative Analyst working with and learning from a hugely talented team? You could be joining a specialist Hedge Fund and working on long term strategic projects which involve implementing quantitative statistical models that are used to forecast elements of demand and supply of energy for European markets.
As a Quantitative Analyst you will focus on analysing weather data to identify Risk, partnering with experienced Quants and liaising with Portfolio Managers to deliver bespoke statistical models and methods.
Location / WFH: You will be working in a collegiate team environment based in London with a small group of accomplished software/data engineers and finance entrepreneurs with flexibility to work from home once a week.
About you:
- You have an excellent academic record of achievement; 2.1 or above at BSc, and have studied Physics to PhD level at a top tier university.
- You have commercial experience in a similar role (this must be fulltime but could be an internship).
- You can code with at least one of the following: Python, C++ or C#.
- You have strong SQL skills.
- You are comfortable working with large data sets and statistics.
- You have a good appreciation of data science techniques.
- You have experience of implementing highly scalable, performant, low latency solutions.
- You have excellent written and verbal communication skills.
What’s in it for you:
- Up to £90k + bonus.
- Pension (8% non-contributory).
- Private Medical Insurance.
- Life Assurance.
- Training and career development opportunities.
- Work from Home (x1 day London office per week).
- Company retreats such as Winter skiing trips and Summer weekends away.
Quantitative Analyst PhD SQL Python in London employer: Client Server
Contact Detail:
Client Server Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Quantitative Analyst PhD SQL Python in London
✨Tip Number 1
Network like a pro! Reach out to professionals in the finance and data science sectors on LinkedIn. Join relevant groups, attend webinars, and don’t be shy about asking for informational interviews. We all know that sometimes it’s not just what you know, but who you know!
✨Tip Number 2
Prepare for those interviews by brushing up on your technical skills. Make sure you can confidently discuss your experience with SQL and Python, and be ready to tackle some coding challenges. Practising common quantitative analysis problems can really set you apart from the competition.
✨Tip Number 3
Showcase your projects! Whether it’s a personal project or something from your studies, having tangible examples of your work can really impress potential employers. We recommend creating a portfolio that highlights your best statistical models and coding skills.
✨Tip Number 4
Don’t forget to apply through our website! It’s the best way to ensure your application gets seen by the right people. Plus, we love seeing candidates who are proactive about their job search. So, get your CV polished and hit that apply button!
We think you need these skills to ace Quantitative Analyst PhD SQL Python in London
Some tips for your application 🫡
Tailor Your CV: Make sure your CV is tailored to the Quantitative Analyst role. Highlight your PhD in Physics, SQL skills, and any relevant experience with Python or C++. We want to see how your background fits perfectly with what we're looking for!
Craft a Compelling Cover Letter: Your cover letter is your chance to shine! Use it to explain why you're passionate about quantitative analysis and how your skills can contribute to our team. Be sure to mention your experience with data science techniques and working with large datasets.
Showcase Your Projects: If you've worked on any projects related to statistical models or data analysis, make sure to include them in your application. We love seeing real-world applications of your skills, especially if they relate to energy markets or risk analysis!
Apply Through Our Website: We encourage you to apply directly through our website. It’s the best way to ensure your application gets into the right hands. Plus, it shows us that you're genuinely interested in joining our talented team!
How to prepare for a job interview at Client Server
✨Know Your Numbers
As a Quantitative Analyst, you'll be dealing with data all the time. Brush up on your SQL skills and be ready to discuss how you've used it in past projects. Prepare to explain your thought process when analysing large datasets and how you derived insights from them.
✨Showcase Your Coding Skills
Make sure you're comfortable discussing your experience with Python or any other relevant programming languages. Be prepared to talk about specific projects where you implemented statistical models or algorithms. If possible, bring examples of your code or projects to demonstrate your capabilities.
✨Understand the Market
Familiarise yourself with the energy market and how quantitative analysis plays a role in forecasting demand and supply. Research recent trends and be ready to discuss how weather data impacts these forecasts. This shows your genuine interest in the field and the company’s focus.
✨Communicate Clearly
Strong communication skills are key for this role. Practice explaining complex concepts in simple terms, as you'll need to liaise with Portfolio Managers and other team members. Consider preparing a few examples of how you've successfully communicated technical information in the past.