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

    Anson McCade
    Anson McCade London, United Kingdom

    1 week ago

    Default job background
    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 strategiesCombine 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 processCollaborate with the PM in a transparent environment, engaging with the whole investment processProvide tools and data needed to trading team to help manage riskMain requirements:Demonstrated ability to conduct independent research using large data setsConduct original quantitative alpha signal researchCandidates with quantitative development experience will be considered as well, provided they also have relevant research experienceStrong 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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