Researcher - Intraday Futures - Greater London, United Kingdom - Capital Markets Recruitment

Description

Our client, a systematic hedge fund, have an exciting opportunity for a Quant Analyst to join a successful trading team of 4.

Responsibilities:

• Perform rigorous and innovative research to discover persistent systematic anomalies in futures markets with holding periods of intraday to a few days.
• Help improve existing strategies and portfolio optimization.
• Analyze tick-level data for execution enhancements.
• Be a core contributor to growing the investment process and research infrastructure of the team.

Requirements:

• Strong quantitative education. Masters or PhD preferred.
• 3+ years of work experience in systematic alpha research, portfolio construction and optimization in futures markets.
• Experience developing short term alpha signals (intraday or a few days)
• Commodities specific knowledge is a plus.
• Experience managing and running risk.
• Collaborative mindset with strong independent research abilities.

· Previous experience with Java and Linux is a plus.

· Commitment to the highest ethical standards.

To obtain a full job description and to discuss the role in confidence, please reach out to Tom on or