Entry Level Quant Researchers Required by leading London Based Hedge Fund recruitment
My client is one of the most established and successful hedge funds in Europe. Adopting a quantitatively driven, multi-strategy approach to investing, they have produced excellent levels of performance at a time when many in this space have contracted in size. Subsequently they are looking to expand their quantitative trading team with headcount for several new hires.
Their Quantitative Research teams develop algorithmic trading strategies by finding patterns in large, noisy and rapidly changing real-world data sets, trying to extract underlying causes and effects. They operate strategies across liquid asset classes (equities, fx and futures) and multiple time frequencies, from high-frequency intraday signals through to longer term, more traditional strategies. Their teams work using a scientific, collaborative approach. Indeed, the environment is more aligned to academia than a typical trading floor.
Candidates for this role should have an academic background in a quantitative discipline from a leading university. Example subject of interest are applied maths, theoretical physics, computer science, machine learning and statistics. In terms of specific skills, knowledge of time series analysis, linear regression, binomial indicators and more generally handling large sets of real-world data are very attractive. Furthermore they are interested in candidates with experience using computer programming languages such as C++, Matlab, R etc. In addition an interest in finance, and specifically quantitative investment, is of great value.
This is an opportunity to start your career in a leading hedge fund working alongside some of the world’s most successful quant traders. You will work in close collaboration with senior colleagues to create highly scalable, profitable strategies – one of the most lucrative areas of investment finance.