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    Systematic Equity Quant Researcher - London, United Kingdom - Anson McCade

    Anson McCade
    Anson McCade London, United Kingdom

    1 week ago

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    Description

    My client is a systematic, multi-strat hedge fund who is market leading in systematic equities. The fund is looking for a quantitative researcher with experience of conducting alpha research, and working with systematic equity strategies, ranging from stat arb, intraday, and/or machine learning.

    The ideal candidate will have experience in alpha research, systematic strategies (in cash equities, options, futures, or macro), and coding in Python, or C++.

    Principal Responsibilities:

    • Working alongside the PM on developing trading strategies, with a primary focus on: idea generation, data gathering and research/analysis, model implementation and backtesting for systematic equity strategies
    • Combine sound financial insights and statistical learning techniques to explore, analyze, and harness a large variety of datasets in order to build strong predictive models which will be deployed to the investment process
    • Collaborate with the PM in a transparent environment, engaging with the whole investment process
    • Provide tools and data needed to trading team to help manage risk

    Main requirements:

    • Demonstrated ability to conduct independent research using large data sets
    • Conduct original quantitative alpha signal research
    • Candidates with quantitative development experience will be considered as well, provided they also have relevant research experience
    • Strong research and programming skills. Working knowledge of Python and/or C++.
    • Masters or PhD degree in a quantitative subject such as Computer Science, Applied Mathematics, Statistics, or related field
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