Systematic Quant Researcher recruitment
Quant driven hedge fund seeks a talented junior Systematic Quant Researcher for a position within their London business. The firm runs an extremely successful quantitative trading platform, running mid-term to ultra high frequency strategies and operating across Equities, FX and Futures.
Joining the systematic black-box trading group as a Quant Researcher, you will play a critical role in researching, designing, implementing, back testing and executing automated strategies. You will be responsible for strategies running live in the market, whilst continually fine-tuning existing strategies and learning from senior team members. The firm has a strong research orientated culture with frequent cross-pollination of ideas.
Ideally you will possess a PhD in Finance, Statistics, Econometrics, Machine Learning or Engineering from one of the worlds best universities, although exceptional MSc level candidates will be considered. Experience with tick data within any industry will be beneficial. Programming experience with vector-based or object-orientated languages is required. Eligibility to work in the UK is also a prerequisite.
This house offers an outstanding first year financial package, platform for development, and long-term career prospects.
To find out more about Huxley Associates please visit www.huxley.com
