Quantitative Researcher - Junior

Anson McCade; London; On-site; GBP 40,000 - 80,000; Full time

Job summary

An established industry player is seeking Junior Quantitative Researchers to join their dynamic team. This role offers a unique opportunity for recent PhD graduates and strong Master's graduates to engage in cutting-edge research and strategy development within a collaborative environment. You will be involved in the full strategy pipeline, from idea generation to implementation and monitoring of models. Utilizing your strong mathematical and programming skills, you will analyze large datasets to identify tradeable opportunities using statistical modelling and machine learning techniques. This position promises to enhance your expertise while contributing to innovative trading strategies in a leading quantitative hedge fund.

Qualifications

• Master's or PhD in a numerate field required.
• Excellent coding ability in Python or similar languages.

Responsibilities

• Involvement in all aspects of strategy development and implementation.
• Conduct in-depth analysis of market patterns using quantitative methods.

Skills

Statistical modelling

Machine learning techniques

Python

C++

Java

MATLAB

Education

Master's in Mathematics

PhD in Mathematics

Master's in Computer Science

PhD in Computer Science

Job description

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, Macro, and Event-Driven strategies. The firm is looking for Junior Quantitative Researchers to be responsible for researching strategies in collaboration with other Quantitative Researchers. This is an excellent opportunity for PhD graduates and strong 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 many aspects of the business from the front office while working on the full strategy pipeline from idea generation to implementing and monitoring models.

The Role:

• Involvement in all aspects of the strategy development process, from research based on large datasets to the development, backtesting and implementation of strategies.
• You will use quantitative methods to conduct in-depth analysis of market patterns and trends. You will use methods such as statistical modelling and machine learning techniques to identify tradeable opportunities.
• This is a collaborative environment where you will work with other quantitative researchers to collect data, discuss research, and optimise systematic trading strategies.

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.