Quantitative Research Engineer (Macro/FX/Rates)

Verition Fund Management LLC; Greater London; Presencial; GBP 60 000 - 80 000; Tempo integral

Resumo da oferta

A multi-strategy hedge fund is seeking a Quant Research Engineer to support trading decisions through robust research and analytics. Responsibilities include maintaining research dashboards, backtesting strategies, and executing trades under direction. The ideal candidate will have strong Python skills, experience with financial market data, and an understanding of rates and FX instruments. Attention to detail is crucial. This position is located in Greater London.

Qualificações

• Strong Python (pandas, numpy, time-series work) skills required.
• Experience in applied statistics or optimization is necessary.
• Familiarity with financial market data is important.

Responsabilidades

• Run and maintain research dashboards and analytics.
• Build historical datasets, backfills, and monitoring.
• Monitor trades, orders, and levels.

Conhecimentos

Python (pandas, numpy, time-series work)

Applied statistics / optimization

Experience working with financial market data

Understanding of rates / FX instruments

Experience building and maintaining production analytics

High attention to detail

Descrição da oferta de emprego

Verition Fund Management LLC (“Verition”) is a multi-strategy, multi-manager hedge fund founded in 2008. Verition focuses on global investment strategies including Global Credit, Global Convertible, Volatility & Capital Structure Arbitrage, Event-Driven Investing, Equity Long/Short & Capital Markets Trading, and Global Quantitative Trading.

We are hiring a Quant Research Engineer to work directly with a Portfolio Manager. This role is focused on building, running, and maintaining robust research and analytics that support real trading decisions.

Responsibilities

• Run and maintain research dashboards and analytics so they update automatically.
• Maintain factor sets and data integrity.
• Build and maintain rolling seasonality studies.
• Backtest and validate existing strategies and analytics.
• Build internal swap RV / curve / carry analytics (RiskVal-style).
• Replicate sell-side analytics internally using clear, explicit logic.
• Own historical datasets, backfills, and monitoring.
• Surface trade candidates based on defined rules.
• Reduce manual checks and repetitive PM workload.
• Monitor trades, orders, and entry/exit levels.
• Execute funding and simple trades under instruction.
• Assist with booking, allocation, and PnL reconciliation.
• Provide limited operational cover when the PM is away.

Qualifications

• Strong Python (pandas, numpy, time-series work).
• Applied statistics / optimization.
• Experience working with financial market data.
• Understanding of rates / FX instruments, curves, roll, carry, funding.
• Experience building and maintaining production analytics.
• High attention to detail and ownership mindset.