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    Quantitative Strategist, Quant Hedge Fund - London, United Kingdom - Delta Executive Search

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    Description

    Job Description

    A leading Quant Hedge Fund is looking to add an experienced Quantitative Strategist to their team

    Responsibilities:

    • Support Portfolio Managers with alpha research, modelling, portfolio construction, optimization, and implementation of quantitative trading strategies
    • Build and maintain tools and systems used throughout the quantitative research and portfolio management processes

    Requirements:

    • PhD or Masters degree from a top university, with a major in computer science, mathematics, statistics, physics, engineering, or quantitative finance discipline
    • 2-8 years' experience in quantitative research and/or quantitative development for systematic strategies
    • Demonstrated ability to program in Python and/or C++, with a strong background in data structures and algorithms
    • Working knowledge of Linux
    #J-18808-Ljbffr

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