Quant Researcher – Systematic Strategies recruitment
Well established multi billion dollar European Hedge Fund looking for a senior quant strategist for their quantitative research group in London. Founded over ten years ago, they trade global equities across a number of well diversified fundamental and systematic strategies from their offices in London, Singapore and New York.
The quantitative research group is a centralised team that work on the research of systematic alpha strategies for a number of different internal funds. They research, develop and implement strategies across statistical arbitrage, quantitative volatility, quantitative long short, systematic alpha capture and long only. The senior Equity Research Analyst would work under the Head of Quant Research, playing a key role in helping run a team of six quant’s on the research of new alpha strategies on global markets.
They are looking for someone with at least three years experience in the research and design of quant strategies, preferably at an asset manager or hedge fund. Strategists from proprietary trading desks or an algorithmic execution business at a Bank will also be considered. You must hold at least an MSc in a statistical, quantitative or related discipline from a top-tier university and be proficient at coding in at least one language.
For more information please apply with an updated resume.