Redwood Recruitment Specialists is looking to connect with talented Quantitative Researchers interested in opportunities within a leading global hedge fund.
Ideal background:
- Experience researching and developing systematic equity trading strategies.
- Strong Python programming and statistical modelling skills.
- Expertise in alpha generation, backtesting, machine learning or market microstructure.
- Experience within a hedge fund, proprietary trading firm or investment bank.
- Strong academic background in Mathematics, Statistics, Physics, Computer Science or a related quantitative discipline.
Locations: London / Paris/ New York/ Singapore
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