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Senior Quantitative Researcher – Hedge Fund

eFinancialCareers
Greater London
1 month ago
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Responsibilities

: At least 5 years maximum 10 years of experience within high-frequency trading in equities Creating new alpha signal/ alpha generation (has a track record) Statistical arbitrage experience Lead the research department (3 people) Your missions will be to participate in the identification of new arbitrage opportunities and the improvement of existing strategies from all trading data, but also from new data sources. You will take an active part in the entire chain of research and development of strategies: brainstorming, modelling, data, study of signals, backtesting, implementation of strategies in a production environment and monitoring of signal performance.

Requirements:

MS or in finance,puter science, mathematics, physics, or other quantitative disciplines Researching systematic equities strategies Experienced in market microstructure strategies Previous trading or portfolio management experience would be beneficial Experience with alpha research Strong programming skills in Python Strong analytical and quantitative skills A hedge fund background is not a must but is preferable Willing to take ownership of his/her work, working both independently

Location: UK - London or USA

Salary:petitive + Bonus

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Job ID SNR Quant Researcher

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