Delta-1 Quant Researcher: Index Strategy & Modeling

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 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.