Quantitative Researcher

Redwood Recruitment; Greater London; On-site; GBP 70,000 - 150,000; Full time

Job summary

Redwood Recruitment is seeking Quantitative Researchers for opportunities with a leading global hedge fund across London, Paris, New York and Singapore. The role targets individuals who research and develop systematic equity trading strategies, leveraging Python, statistics and ML to generate alpha and robust backtesting results.

Ideal candidates hold a strong quantitative degree and have experience in hedge funds, prop trading or investment banks, with a proven track record in market

Qualifications

• Experience researching and developing systematic equity trading strategies.
• Strong Python programming and statistical modelling skills.
• Expertise in alpha generation, backtesting, machine learning or market microstructure.
• Experience within a hedge fund, proprietary trading firm or investment bank.
• Strong academic background in Mathematics, Statistics, Physics, Computer Science or a related quantitative discipline.

Skills

Python programming

Statistical modelling

Alpha generation

Backtesting

Machine learning

Market microstructure

Education

Quantitative discipline degree

Job description

Redwood Recruitment Specialists is looking to connect with talented Quantitative Researchers interested in opportunities within a leading global hedge fund.

Ideal background:

• Experience researching and developing systematic equity trading strategies.
• Strong Python programming and statistical modelling skills.
• Expertise in alpha generation, backtesting, machine learning or market microstructure.
• Experience within a hedge fund, proprietary trading firm or investment bank.
• Strong academic background in Mathematics, Statistics, Physics, Computer Science or a related quantitative discipline.

Locations: London / Paris/ New York/ Singapore