Quantitative Researcher

Anson McCade Ltd - IT and Finance Recruitment; Greater London; On-site; GBP 60,000 - 100,000; Full time

Job summary

An established industry player in the hedge fund sector is seeking a talented Quantitative Researcher to enhance their systematic equity strategies. This role involves alpha generation, backtesting, and the development of innovative trading models across global equity markets. The ideal candidate will possess a strong mathematical background and experience in coding with Python and/or C++. Join a dynamic team where your contributions will directly impact the fund's performance and strategy development. If you are ready to take on exciting challenges in a fast-paced environment, this opportunity is perfect for you.

Qualifications

• 3+ years experience in systematic trading strategies.
• Strong background in mathematics and statistics.

Responsibilities

• Developing systematic stat arb trading strategies.
• Alpha generation, backtesting, and implementation.

Skills

Alpha Research

Data Analysis

Python

C++

Statistical Models

Signal Generation

Back-testing

Machine Learning

Education

MSc in Quantitative Subject

PhD in Quantitative Subject

Job description

Location: United Kingdom (Greater London) Type: Permanent

Systematic Equity Stat Arb Quantitative Researcher

My client is a systematic multi-strat hedge fund looking to expand its systematic equity effort. The fund is looking for a quantitative researcher with experience working on developing systematic stat arb equity strategies. The ideal candidate with have hands on experience in alpha research, data analysis and coding in Python and/or C++.

About the role

• Alpha generation, backtesting and implementation
• Designing and developing systematic stat arb trading strategies across global equity markets
• Working on portfolio optimisation and the enhancement of existing trading models
• Developing big data/ machine learning algorithms

About you

• 3+ years experience developing systematic stat arb trading strategies in equity markets
• A MSc/PhD from a top-tier university in a quantitative subject
• A strong background in mathematics and statistics, with good knowledge of statistical models and signal generation
• Proficiency in back-testing, simulation, and statistical techniques
• Proficiency in Python and/or C++

Reference: AMC*GWO*LDN*EQTY

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