PhD Quant Strategist: Build & Backtest Trading Models

Capula; City Of London; On-site; GBP 60,000 - 80,000; Full time

Job summary

A leading global quantitative hedge fund in London seeks Quantitative Strategists. Candidates must hold a relevant PhD and possess strong quantitative and analytical skills. Responsibilities include collaborating on projects that inform trading decisions and backtesting trading models. The position offers competitive salary, benefits including meals, and opportunities for training in financial modeling and analysis.

Benefits

Competitive salary

Visa sponsorship

Relocation assistance

Free breakfast and lunch

Qualifications

• Graduate or soon-to-be graduate with a PhD in Physics, Mathematics, Statistics, Engineering or related field.
• Strong quantitative and analytical skills.
• Experience with programming languages, specifically Python or C++.

Responsibilities

• Collaborate with researchers and traders on projects influencing trading decisions.
• Backtest trading models and strategies.
• Participate in training for financial modeling and trading strategies.

Skills

Quantitative analysis

Critical thinking

Programming (Python/C++)

Education

PhD in a highly quantitative discipline

Job description

A leading global quantitative hedge fund in London seeks Quantitative Strategists. Candidates must hold a relevant PhD and possess strong quantitative and analytical skills. Responsibilities include collaborating on projects that inform trading decisions and backtesting trading models. The position offers competitive salary, benefits including meals, and opportunities for training in financial modeling and analysis.