Quantitative Researcher

Anson McCade; London; On-site; GBP 50,000 - 70,000; Full time

Job summary

A leading quantitative hedge fund seeks a Principal Headhunter for Junior Quantitative Researchers in London. This role offers exposure to a full research pipeline in a collaborative environment. Candidates with a Master’s or PhD in a numerate field and coding experience are encouraged to apply.

Qualifications

• Master's or PhD in a numerate field required.
• Excellent coding ability in at least one language.
• Experience in finance preferred.

Responsibilities

• Collaborate with quantitative researchers and developers to clean datasets.
• Research based on large datasets and develop, backtest, and monitor strategies.

Skills

Coding

Problem-Solving

Attention to Detail

Education

Master's or PhD in Mathematics, Physics, Computer Science, or Engineering

Tools

Python

C++

Java

MATLAB

Job description

This range is provided by Anson McCade. Your actual pay will be based on your skills and experience — talk with your recruiter to learn more.

Base pay range

Direct message the job poster from Anson McCade

Principal Headhunter - Quantitative Strategies at Anson McCade

Systematic Quantitative Researcher - Entry/Junior Level - London Office

My client is a leading quantitative hedge fund with offices across Europe, North America and Asia. Their teams trade all traditional asset classes and cover a mix of MM/HFT, Stat Arb, Quant Macro, and Event-Driven strategies. The firm is looking for Junior Quantitative Researchers to be responsible for end-to-end strategy research. This is an excellent opportunity for PhD and Master’s graduates with a background in mathematics, statistics, computer science or a related field.

Successful candidates will work in a collaborative environment where they will gain exposure to the full research pipeline from the front office while working with developers and traders to optimize, implement, monitor and manage strategies.

The Role:

• Collaborate with other quantitative researchers and developers to clean datasets, discuss research, and optimise systematic trading strategies.
• Involvement in all aspects of the strategy research/trading pipeline, from research based on large datasets to the development, backtesting and monitoring of strategies in live trading.

Requirements:

• The ideal candidate will have a Master's or PhD in a numerate field of study, such as Mathematics, Physics, Computer Science, or Engineering.
• Excellent coding ability in at least one language. Previous successful candidates are proficient users of Python, C++, Java, MATLAB, etc.
• Experience/knowledge of finance from academic studies, internships or professional work.
• Strong attention to detail, excellent problem-solving abilities, and the ability to work well in a collaborative environment.

Seniority level

• Seniority level

  Entry level

Employment type

• Employment type

  Full-time

Job function

• Job function

  Research

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