My client is a top-tier hedge fund specializing in systematic trading strategies across global markets. The firm have a strong track record of success, through combining cutting-edge technology and rigorous research, and are in their next growth phase.
They are looking to hire a Quantitative Researcher to join their Global Equities team in London. This is an opportunity to contribute to alpha generation strategies and work collaboratively with a team of highly successful quants.
Key Responsibilities:
- Conduct alpha research for systematic global equities trading strategies.
- Develop, test, and refine predictive models and signals for alpha generation.
- Analyze large and complex datasets to generate trading signals.
- Collaborate with portfolio managers, data scientists, and engineers to integrate research into production trading systems.
- Stay at the forefront of quantitative finance, applying cutting-edge techniques and tools to enhance strategy performance.
Qualifications & Skills:
- Proven experience in alpha generation for systematic trading, ideally within global equities.
- PhD in a technical field (e.g., Mathematics, Statistics, Computer Science, Physics, or a related discipline) or equivalent research experience.
- Strong programming skills, with proficiency in Python, R, or C++.
- Expertise in data analysis, statistical modeling, and machine learning techniques.
- Deep understanding of financial markets, particularly equities.
- Ability to think creatively, solve complex problems, and communicate findings effectively.
What They Offer:
- Competitive salary and performance-linked bonus.
- Dynamic and intellectually stimulating work environment.
- Opportunity to work with cutting-edge technology and access to vast data resources.
- Career growth in a leading global hedge fund.