At a Glance
- Tasks: Develop and enhance equity trading strategies using advanced statistical techniques.
- Company: Join a leading hedge fund managing $28bn in assets, focused on systematic equities.
- Benefits: Enjoy a full-time role with opportunities for collaboration and innovation in finance.
- Other info: Ideal for those passionate about systematic investing and alpha generation.
- Why this job: Be part of a dynamic team driving market insights and improving portfolio performance.
- Qualifications: PhD or Master's in a quantitative field; strong programming skills required.
The predicted salary is between 43200 - 72000 £ per year.
Direct message the job poster from Selby Jennings
A leading hedge fund continues to improve their returns on their $28bn of assets through expansion in their core systematic equities business. More details below.
Key Responsibilities
- Develop and enhance equity trading strategies using statistical and machine learning techniques.
- Conduct alpha research, backtesting, and optimization to improve portfolio performance.
- Analyze large datasets to uncover actionable insights and inefficiencies in equity markets.
- Collaborate with portfolio managers, traders, and developers to implement research findings.
- Continuously refine models and signals to adapt to changing market conditions.
Requirements
- PhD or Master's in a quantitative field (Mathematics, Statistics, Computer Science, Physics, etc.).
- Proven experience in equity markets, ideally within a hedge fund, asset manager, or proprietary trading firm.
- Strong programming skills in Python, R, or C++, with experience in numerical computing and data analysis.
- Deep understanding of statistical modelling, machine learning, and time-series analysis.
- Familiarity with market microstructure, factor models, and portfolio optimization.
- A results-driven mindset with a passion for systematic investing and alpha generation.
If you are interested please reach out to harry.moore(at)selbyjennings.com
Seniority level
Mid-Senior level
Employment type
Full-time
Job function
Finance
Industries
Capital Markets
#J-18808-LjbffrQuantitative Researcher - Equity MFT in London employer: Selby Jennings
Join a leading hedge fund that is committed to fostering a dynamic and innovative work environment, where your expertise as a Quantitative Researcher will directly contribute to enhancing equity trading strategies and optimising portfolio performance. With a strong emphasis on collaboration, continuous learning, and professional growth, this firm offers exceptional opportunities for career advancement while working alongside industry experts in the heart of the capital markets. Enjoy the benefits of a competitive salary, comprehensive benefits package, and a culture that values creativity and results-driven approaches.
StudySmarter Expert Advice🤫
We think this is how you could land Quantitative Researcher - Equity MFT in London
✨Tip Number 1
Make sure to brush up on your knowledge of statistical modelling and machine learning techniques. Being able to discuss specific methods you've used in past projects can really impress the hiring team.
✨Tip Number 2
Familiarise yourself with the latest trends in equity markets and hedge fund strategies. Showing that you are up-to-date with current market conditions can set you apart from other candidates.
✨Tip Number 3
Network with professionals in the finance and quantitative research fields. Engaging with others can provide insights into the company culture and may even lead to a referral.
✨Tip Number 4
Prepare to discuss your experience with large datasets and programming languages like Python or R. Be ready to share examples of how you've applied these skills to solve real-world problems in equity trading.
We think you need these skills to ace Quantitative Researcher - Equity MFT in London
Some tips for your application 🫡
Tailor Your CV:Make sure your CV highlights your relevant experience in quantitative research and equity markets. Emphasise your programming skills in Python, R, or C++, and any specific projects that showcase your expertise in statistical modelling and machine learning.
Craft a Strong Cover Letter:Write a cover letter that connects your background to the key responsibilities of the role. Discuss your experience with alpha research, backtesting, and how you've collaborated with teams in previous roles to implement research findings.
Showcase Your Technical Skills:In your application, provide examples of your programming projects or research that demonstrate your ability to analyse large datasets and develop trading strategies. Mention any specific tools or libraries you have used in your work.
Highlight Your Results-Driven Mindset:Convey your passion for systematic investing and alpha generation in your application. Share any quantifiable results from your previous roles that illustrate your impact on portfolio performance or trading strategies.
How to prepare for a job interview at Selby Jennings
✨Showcase Your Technical Skills
Make sure to highlight your programming skills in Python, R, or C++. Be prepared to discuss specific projects where you've applied these skills, especially in relation to statistical modelling and machine learning.
✨Demonstrate Your Market Knowledge
Familiarise yourself with current trends in equity markets and be ready to discuss them. Understanding market microstructure and factor models will show that you are not just technically proficient but also have a strong grasp of the financial landscape.
✨Prepare for Problem-Solving Questions
Expect to face questions that assess your analytical thinking and problem-solving abilities. Practice explaining your thought process when developing trading strategies or conducting alpha research, as this will demonstrate your approach to real-world challenges.
✨Collaborative Mindset
Since the role involves working closely with portfolio managers and traders, be ready to discuss your experience in collaborative environments. Share examples of how you've successfully worked in teams to implement research findings and adapt to changing conditions.
