Equities Stat Arb Quant recruitment
My client, an award winning Hedge Fund with presence in London, the US and Aisa are looking for an exceptional Equities Stat Arb Quant to join thier London office.
The role will require the successful individual to possess extensive knowledge of Equities, although this does not translate into knowledge of Derivatives or Futures. You will bring experience of working in an Alpha generating group, preferably where the environment was collaborative in terms of moving the environment forward. You will have worked on developing successful trading strategies, although not neccessarily have traded them, and understand the full dynamics of the Quant elements associated with the role.
In terms of the frequency of the strategies, low-mid frequency is preferable although I would not rule out anyone from a high frequency background. The environment is very much geared towards achieving group success, it is a very rewarding environment and really is one of the world leaders in terms of Equities trading. Technically you will also be proficient with either C++ or Matlab, and it really is a must for you to understand one or the other moving forward.
If the above interests you, then please call me directly on 0207 377 2200 or 07919 493 332 to discuss the role in more depth or alternatively please send me your resume to m.sharp@westbourne-partners.com
It is worth noting that my customer is prepared to pay a guaranteed bonus, and will also give consideration to matching any bonus that has been agreed or achieved in order to make it a viable proposition for new candidates to move now.