Quantitative Researcher - London, United Kingdom - Capital Markets Recruitment

Description

Our client, a raplidly expanding systematic hedge fund, hope to hire a Quantitaive Researcher to work alongside a senior Equity Stat-Arb PM

Responsibilities:

Research, develop and participate in all aspects of systematic trading; from data ingestion, hypothesis generation, and back-testing, to strategy's implementation, and its production performance monitoringAssist in the implementation of systematic strategies by running parallel optimized simulations, performing execution analytics, and doing periodic code review.

Review your production performance attribution with the PM, and suggest enhancements to existing trading strategiesWork closely with the Portfolio Manager, and other team members, to contribute to the team's research direction by recommending new strategies that fit within the group's trading and risk management frameworkRequirements:5-12 years of relevant experience.

End-to-end understanding of the systematic trading process.

Experience with equities and equities data (alternative data in particular)Experience and knowledge of TCA modelling, risk modelling, and portfolio construction is desiredExperience with cloud-based computing technologies (AWS) and scheduling tools is desiredProficient using Python in a production setting.

For more information, please apply here or reach out to tom on