Equities Quant Researcher

JR United Kingdom; Slough; On-site; GBP 50,000 - 80,000; Full time

Job summary

A leading multi-manager hedge fund in Slough is seeking a Quantitative Researcher to enhance trading strategies through machine learning and statistical models. This role will involve collaborating with experienced professionals, developing alpha strategies, and contributing to ongoing research efforts. Ideal candidates will possess an advanced quantitative degree and coding skills in relevant programming languages.

Qualifications

• MSc or PhD in a quantitative field required.
• Experience with systematic cash equity strategies.
• Strong coding capabilities in Python, R, MATLAB, C++, or C#.

Responsibilities

• Develop alpha strategies from global cash equities.
• Leverage machine learning tools to identify alpha signals.
• Collaborate with the PM on idea generation and data analysis.

Skills

Machine Learning

Statistical Learning

Data Analysis

Coding (Python, R, MATLAB, C++, C#)

Education

Advanced degree in Mathematics, Physics, Statistics, or 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#.