Overview
On Site
Full Time
Skills
ARM
Performance Management
Project Management
Preventive Maintenance
FX
Finance
Research
Testing
Workflow
Trading
Strategy Development
Linux
Modeling
Quantitative Analysis
Physics
Applied Mathematics
Statistics
Computer Science
Machine Learning (ML)
Python
High Performance Computing
Java
C++
Job Details
Quantitative Researcher wanted for systematic arm of globally recognised hedge fund to help build out and enhance their cutting-edge quantitative trading platform. This opportunity will give you the chance to work on a growing team with an experienced PM focused on mid-frequency strategies in futures and FX.
They are looking for a passionate developer with strong mathematical skills and knowledge of financial markets to research, develop and participate in all aspects of alpha modeling, including data scouting, hypothesis generation, back-testing and production monitoring. You will be working directly with the quants and technologists to automate all aspects of workflow in systematic trading. Over time, the ideal candidate will have the opportunity to become the team expert on either a particular kind of alpha strategies (ex: intraday short term) or a particular asset class.
They are currently using Python in a Linux environment, and are looking for people with knowledge of both to come and contribute to enhancing and building upon the existing portfolio construction and market impact modeling processes.
Requirements
Desirable
Benefits
Contact
If you think you are a suitable candidate for the role and would like further info, please contact:
Daniel Boer
+1
They are looking for a passionate developer with strong mathematical skills and knowledge of financial markets to research, develop and participate in all aspects of alpha modeling, including data scouting, hypothesis generation, back-testing and production monitoring. You will be working directly with the quants and technologists to automate all aspects of workflow in systematic trading. Over time, the ideal candidate will have the opportunity to become the team expert on either a particular kind of alpha strategies (ex: intraday short term) or a particular asset class.
They are currently using Python in a Linux environment, and are looking for people with knowledge of both to come and contribute to enhancing and building upon the existing portfolio construction and market impact modeling processes.
Requirements
- 1-5+ years' hands-on quant researcher experience (in systematic strategy development would be ideal)
- Strong development experience in Python in a Linux environment
- Strong background in statistics and experience in modeling large amounts of data
- Ability to work effectively both independently as well as part of a team
- Masters or PhD in quant field, e.g. Physics, Applied Mathematics, Statistics or Computer Science
Desirable
- Experience with ML frameworks in Python and/or high performance computing
- Java and/or C++ development experience
Benefits
- Work directly with all parts of the fund
- Market-leading salaries + bonus
- Entrepreneurial feel of a small firm with the infrastructure, technology and support that comes with a large company
- Inclusive, collaborative work culture
Contact
If you think you are a suitable candidate for the role and would like further info, please contact:
Daniel Boer
+1
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