Quant Researcher, Equities, Hegde Fund, London, 6 figure package recruitment

Vacancy: Quant Researcher, Equities

Role: You will be responsible for doing quantitative research and forecasting on equities for the London Office of this international hedge fund. They adopt market neutral strategies in the form of single stock picking/equity market neutrals as opposed to statistical arbitrage. As such, they are looking for an experienced quant researcher who already has been working on alpha generation to help them create signals in a quantitative manner. If you are interested in this role, then please note that they are looking for the following skill set:

•Expert MATLAB
•Good communication and interpersonal skills
•Strong coder
•In depth understanding and knowledge of equities
•Excellent mathematics for forecasting stock movements
•2-5 years in Quantitative Research
•Familiar with methods such as style rotation and factor analysis

If you’d like to hear more about this position, then please do get in touch with myself – s.siew(at)realstaffing.com. Thank you.