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A leading quantitative hedge fund in London seeks a researcher specializing in alpha research. Responsibilities include conducting quantitative research, managing the research process, and evaluating datasets. Ideal candidates will have 2+ years in Equities and hold a Ph.D. or M.S. in a quantitative discipline, with programming skills in Python, C++, or R. The position offers a dynamic research environment and collaboration within a team.
My client is a leading Quantitative hedge fund, which deploys systematic trading strategies across multiple liquid asset classes, including equities & futures. The core of their effort is research into a wide range of market anomalies, fueled by their unparalleled access to a wide range of publicly available data sources. They are seeking a researcher with a background in alpha research.