Key Responsibilities:
- Conduct cutting-edge research on systematic trading strategies.
- Identify new alpha signals across asset classes.
- Work with large-scale datasets and apply machine learning techniques where relevant.
- Develop and optimize execution strategies.
Requirements:
- 3+ years of experience in quant research (hedge fund, investment firm, or sell-side trading).
- Strong academic background (Mathematics, Machine Learning, Computer Science, or a related field).
- Proficiency in machine learning (MVA, X - Polytechnique), statistical modeling, and quantitative finance.
- Ability to build end-to-end strategies and deploy them in a production environment.
- Preference for candidates from top-tier institutions (X, LSE, EPFL, EPFZ, PhDs in Machine Learning, MVA, etc.).
Location: London, Paris, Zurich, or Dubai