Statistical Arbitrage Quantitative Researcher – Hedge Fund recruitment
With offices and trading teams located across the globe my client is a well established hedge fund with a superb track record. They have a very collegiate culture and flat structure, enabling people to reach their full potential and be rewarded for that.
You will be working with senior PM's there to develop existing strategies as well as researching and developing your own models for live trading. All trading is systematic, there is no discretionary element in any of their positions.
It is expected that the candidate will have a strong background in quantitative research, and a genuine enthusiasm for mathematical problem solving and be able to demonstrate this within a professional environment as well as academically.
It is not essential but a background in financial markets (especially equities) would be an advantage, likewise good programming skills in Java and Matlab would also be advantageous.
We will expect the candidate to have excelled during education and will have performed to the highest possible standard at a Masters or Doctorate level. Ideally this will be within a statistical based subject (Mathematics, Physics, Computer Science etc)
This is an immediate hire and we are looking to move the hiring process through very quickly.