£200,000 GBP

Onsite WORKING

Location: Singapore, Hong Kong, New York, Paris , Central London, Greater London - United Kingdom Type: Permanent

We are working with a global quantitative investment firm looking for Quantitative Researchers to perform research to find alphas within markets, and create systematic strategies around them.

This position, rather than just being focused on one aspect of Quantitative Research, will allow you to take ownership over the entire research pipeline, from signal generation & alpha research, to portfolio construction/optimisation, backtesting, and execution.

Key Responsibilities

As a Quantitative Researcher you will:

• Undertake innovative research projects to uncover signals in large, noisy datasets
• Extract alphas that you will use to create systematic trading strategies
• Back-test these strategies against historical markets, and take them live on the firm's trading framework

Required Qualifications:

The ideal Quantitative Researcher will have:

• An advanced degree (Masters/PhD preferred) in a quantitative field, such as Mathematics, Statistics, Physics, Computer Science, etc, from a top academic institution
• A keen, demonstrated interest in financial markets and quantitative finance
• Some level of professional experience, from strong internships up to 4 years experience, in an alpha generating role.
• Strong programming skills in at least one major language (Python, C++, Java)
• The ability to communicate clearly and work easily with colleagues around the world.

Package & Prospects

• Competitive compensation package
• The opportunity to work with professionals at the top of their fields, across the world
• Space to grow rapidly and have your own live strategies

This role is available at varying levels of seniority from graduate up to mid level (~4 years experience).

It is available in London, New York, Paris, Hong Kong and Singapore.

Ref: AMC/DMA/LDN1