Equities Quant Researcher

JR United Kingdom; London; On-site; GBP 60,000 - 90,000; Full time

Job summary

Une entreprise de hedge fund multi-manager, leader dans son domaine, recherche un Quantitative Researcher. Ce poste offre l'opportunité de travailler sous la direction d'un PM expérimenté, en développant des modèles d'alpha stratégiques et en exploitant des techniques de machine learning pour améliorer le processus de trading. Vous ferez partie d'une équipe collaborative, apprenant d'experts de l'industrie, tout en intégrant une infrastructure robuste et des données de haute qualité.

Qualifications

• Diplôme avancé en domaine quantitatif requis.
• Expérience en développement de stratégies d'arbitrage statistique souhaitée.
• Capacité à travailler dans un environnement dynamique.

Responsibilities

• Développer des stratégies alpha à partir d'équités cash mondiales.
• Utiliser des outils de machine learning pour identifier des signaux alpha.
• Collaborer avec le PM pour l'analyse de données et le backtesting.

Skills

Machine learning

Statistical analysis

Data analysis

Coding in Python

Coding in R

MATLAB

C++

C#

Education

Advanced degree in Mathematics

Advanced degree in Physics

Advanced degree in Statistics

Advanced degree in Engineering

Job description

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A leading, multi-manager hedge fund with +$15Bn AuM is growing an established team. This is an opportunity to work under a Portfolio Manager with extensive experience running systematic cash equity strategies. They are looking for a Quantitative Researcher with demonstrated experience conducting alpha research on cash equities.

The ideal hire would have experience applying machine learning and/or statistical learning techniques to develop models to enhance the trading process.

The fund prides itself on its high-quality data, robust infrastructure, and a collaborative culture. This would be an opportunity to learn from a diverse team, with extensive sell and buy-side experience.

Responsibilities

• Developing alpha strategies from global cash equities.
• Leveraging machine learning tools to identify alpha signals from traditional, fundamental, and alternative datasets.
• Collaborating with the PM, supporting with idea generation, data analysis, and backtesting.
• Contributing to the research and trading pipeline, including Risk and Factor Modelling.

Requirements

• Advanced degree in a quantitative field such as Mathematics, Physics, Statistics, or Engineering.
• Demonstrated experience developing systematic cash equity/ statistical arbitrage strategies.
• Experience with machine learning models and/or statistical learning models (e.g. LLMs, neural networks, Deep Learning models, etc.).
• Capacity to excel in a fast-paced environment.
• Strong coding skills in at least one of the following programming languages: Python, R, MATLAB, and /or C++, C#.