Global Quant Researcher — Signals, ML & Market Microstructure

Durlston Partners LLP; New York (NY); In loco; USD 130.000 - 210.000; Tempo pieno

Descrizione del lavoro

Durlston Partners LLP is hiring Quant Researchers to work across systematic equities businesses for leading hedge funds and proprietary trading firms. The role covers equities statistical arbitrage, alpha and signal research, high-frequency strategies, portfolio construction, execution and market microstructure, and ML applications to markets.

Locations include New York, Chicago, London, Dubai, Hong Kong and Singapore, with flexibility around location for exceptional candidates.

Competenze

• Experience conducting quantitative research within a hedge fund, proprietary trading firm or systematic investment team.
• Strong Python and quantitative programming skills.
• Excellent statistical and mathematical foundations.
• Experience researching and deploying systematic trading signals.
• Strong academic background in Mathematics, Statistics, Computer Science, Physics, Engineering or a related quantitative field.

Conoscenze

Python

Quantitative programming

Statistics

Machine learning

Trading signals research

Descrizione del lavoro

Durlston Partners LLP is hiring Quant Researchers to work across systematic equities businesses for leading hedge funds and proprietary trading firms. The role covers equities statistical arbitrage, alpha and signal research, high-frequency strategies, portfolio construction, execution and market microstructure, and ML applications to markets.

Locations include New York, Chicago, London, Dubai, Hong Kong and Singapore, with flexibility around location for exceptional candidates.