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A leading hedge fund in London is seeking a Quantitative Researcher for its Systematic Trading team. The role involves leveraging data to develop and enhance trading strategies across global markets. Candidates should possess strong programming skills and an advanced degree in a quantitative field.
My client is a top-tier quantitative hedge fund headquartered in London renowned for its data-driven approach and innovative trading strategies. We are currently looking for an experienced Quantitative Researcher to join the Systematic Trading team.
This team designs, builds, and maintains fully systematic strategies operating across a variety of global markets and trading frequencies.
Key Responsibilities
Analyse vast and complex datasets using advanced statistical methods to uncover actionable insights.
Research, develop, and implement cutting-edge quantitative trading strategies.
Continuously monitor and improve the performance of existing strategies.
Develop a deep understanding of global market structures and microstructure dynamics.
Requirements
Advanced academic degree (PhD or Master's) in a quantitative discipline such as Mathematics, Physics, Computer Science, or Engineering.
Strong programming skills in at least one core language – Python, C++, or Java.
Proven experience in quantitative research or systematic trading environments.
Excellent communication skills and the ability to thrive in a highly collaborative, fast-paced team environment.
What’s on Offer
Highly competitive compensation package with performance-based bonuses.
Access to state-of-the-art technology, proprietary tools, and vast datasets.
A world-class team environment that encourages innovation, ownership, and growth.
Anson McCade is a specialist recruitment agency focusing on four primary sectors: Quant Research, Trading & Risk; Digital & Data Analytics; IT & Cyber...