Quantitative Researcher – Systematic Trading | Leading Hedge Fund | London

Anson McCade; London; On-site; GBP 100,000 - 125,000; Full time

Job summary

A top-tier quantitative hedge fund in London is seeking an experienced Quantitative Researcher to join their Systematic Trading team. The role involves analyzing complex datasets, developing quantitative trading strategies, and improving existing strategies. Candidates should have an advanced degree in a quantitative field and strong programming skills in languages such as Python, C++, or Java. The position offers a highly competitive compensation package, access to advanced technology, and a collaborative team environment.

Benefits

Highly competitive compensation package

Performance-based bonuses

Access to state-of-the-art technology

Qualifications

• Advanced academic degree (PhD or Master's) in a quantitative discipline.
• Strong programming skills in Python, C++, or Java.
• Proven experience in quantitative research or systematic trading environments.

Responsibilities

• Analyse vast and complex datasets using advanced statistical methods.
• Research, develop, and implement cutting-edge quantitative trading strategies.
• Continuously monitor and improve the performance of existing strategies.

Skills

Statistical analysis

Quantitative research

Programming in Python

Communication skills

Education

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

Tools

Python

C++

Java

Job description

My client is a top-tier quantitative hedge fund headquartered in London renowned for its data-driven approach and innovative trading strategies. We are currently looking for an experienced Quantitative Researcher to join the Systematic Trading team.

This team designs, builds, and maintains fully systematic strategies operating across a variety of global markets and trading frequencies.

Responsibilities

• Analyse vast and complex datasets using advanced statistical methods to uncover actionable insights.
• Research, develop, and implement cutting-edge quantitative trading strategies.
• Continuously monitor and improve the performance of existing strategies.
• Develop a deep understanding of global market structures and microstructure dynamics.

Requirements

• Advanced academic degree (PhD or Master's) in a quantitative discipline such as Mathematics, Physics, Computer Science, or Engineering.
• Strong programming skills in at least one core language - Python, C++, or Java.
• Proven experience in quantitative research or systematic trading environments.
• Excellent communication skills and the ability to thrive in a highly collaborative, fast-paced team environment.

What's on Offer

• Highly competitive compensation package with performance-based bonuses.
• Access to state-of-the-art technology, proprietary tools, and vast datasets.
• A world-class team environment that encourages innovation, ownership, and growth.