Analyst, Quant Index Rebalance and Delta-1 Research

Selby Jennings; City Of London; On-site; GBP 40,000 - 70,000; Full time

Job summary

A leading global hedge fund is looking for an early-career Quantitative Researcher to join their team focused on index prediction and trading strategies. Ideal candidates should have 1-3 years of experience in developing delta-1 strategies and display strong coding skills in Python or R. The role involves developing systematic strategies and contributing to risk and factor modeling, offering excellent career growth opportunities under experienced management.

Qualifications

• 1-3 years of experience in developing delta-1 strategies.
• Strong coding skills in Python, R, or similar languages.

Responsibilities

• Develop systematic strategies for index prediction.
• Contribute to risk and factor modeling.

Skills

Coding in Python

Coding in R

Delta-1 strategy development

Job description

A leading global hedge fund is seeking an early‑career Quantitative Researcher for their team focused on index prediction and trading strategies. This role offers excellent opportunities for career growth under the guidance of a well‑established PM. Ideal candidates will have 1‑3 years of experience in developing delta‑1 strategies and possess strong coding skills in Python, R, or similar languages. The successful candidate will be responsible for developing systematic strategies and contributing to risk and factor modeling.