Quantitative Researcher - Equity ArbitrageThe Client

One of the world's largest hedge funds, this is an excellent opportunity to join one of the most prestigious technology teams in systematic trading in a wide-ranging development role. With a flat-structured, 'no-attitude' working environment, this is a great time to join as engineering is currently undergoing significant investment.

The Role

Joining a small, diverse team tasked with delivering alpha at scale across equity events, including index rebalances and corporate actions. As a Quant Researcher, you will work side by side with an experienced semi-systematic Portfolio Manager focusing on these opportunities. You'll develop quantitative event-driven strategies as well as researching & developing new event-based signals across equities.

If you have a demonstrable passion for technology (personal projects, open-source involvement) and a hands-on attitude, this role would be perfect for you.

Key Skills

Minimum 3 years' experience in a related role Exceptional quantitative skills in the research lifecycle (from signal generation to portfolio construction) Deep-level understanding of statistics and how to apply to real-world problems Expertise in the cash equities space, particularly building alphas High-level programming skills in a language such as Python, or R Degree (ideally PhD) in a quantitative field, , Mathematics,puter Science, Engineering, Economics or Physics, from a top-tier university Proficiency with numpy, scipy, pandas, or similar would be beneficial

Benefits
Extra perks including a personal development allowance and sponsorship Central London office with a very smart, friendly tech team Flat-structured, transparent and collaborative environment, 'no-attitude' culture Regular social events, plus annualpany trips and team offsites

Contact
To apply for this role, or for further information, please contact:

Maia Ellis


linkedin/in/maia-ellis-38a577193

Job ID 5xonN23TAyA9