Quantitative Researcher

My client is a top-tier hedge fund specializing in systematic trading strategies across global markets. The firm have a strong track record of success, through combining cutting-edge technology and rigorous research, and are in their next growth phase.

They are looking to hire a Quantitative Researcher to join their Global Equities team in London. This is an opportunity to contribute to alpha generation strategies and work collaboratively with a team of highly successful quants.

Key Responsibilities:

• Conduct alpha research for systematic global equities trading strategies.
• Develop, test, and refine predictive models and signals for alpha generation.
• Analyze large and complex datasets to generate trading signals.
• Collaborate with portfolio managers, data scientists, and engineers to integrate research into production trading systems.
• Stay at the forefront of quantitative finance, applying cutting-edge techniques and tools to enhance strategy performance.

Qualifications & Skills:

• Proven experience in alpha generation for systematic trading, ideally within global equities.
• PhD in a technical field (e.g., Mathematics, Statistics, Computer Science, Physics, or a related discipline) or equivalent research experience.
• Strong programming skills, with proficiency in Python, R, or C++.
• Expertise in data analysis, statistical modeling, and machine learning techniques.
• Deep understanding of financial markets, particularly equities.
• Ability to think creatively, solve complex problems, and communicate findings effectively.

What They Offer:

• Competitive salary and performance-linked bonus.
• Dynamic and intellectually stimulating work environment.
• Opportunity to work with cutting-edge technology and access to vast data resources.
• Career growth in a leading global hedge fund.