Quantitative Researcher / Associate Portfolio Manager - Systematic Equities (Remote)
This role is announced by Vertex Search. Compensation consists of a competitive base salary plus a discretionary bonus tied to performance.
Base Pay Range
Direct message the job poster from Vertex Search.
The firm is a start‑up hedge fund based in Oslo, Norway, focused on fully systematic, machine‑learning driven, mid‑frequency equity strategies that utilize alternative data. The environment is collaborative with the freedom to build and run your own strategies.
Responsibilities
You will be responsible for researching, developing, and implementing strategies, taking full ownership from data capture to deployment.
Qualifications
- Experience developing machine‑learning based strategies focused on equities.
- Strong Python coding ability.
- Competitive base salary plus discretionary bonus (move to PnL formula once your own strategies are deployed).
- Location: London or Oslo.
- Working model: Remote (minimal travel each quarter to either London or Oslo).
Contact: Ewan Goldsack, ewangoldsack@vertexsearch.co.uk