Quant Researcher – Systematic Hedge Fund recruitment
I am working on a search for an exceptional Statistician to join the Quantitative Research Analysis team at a top European Quantitative Hedge Fund. The firm has been operating in the systematic trading domain for over 10 years, and have a phenomenal track record. The research team itself is populated with top PhD’s/PostDocs from World-Class universities in disciplines such as Maths, Physics and Engineering. They are now looking to add an experienced Statistics expert, who can build on the team’s knowledge in this area. The role will involve the use of Statistical Techniques and Packages to analyse Read more […]
Quantitative Developer – Systematic Hedge Fund recruitment
Huxley Associates are currently representing a leading Systematic Hedge Fund at the forefront of research into financial markets. We are looking to introduce a Quantitative Developer ready to take on immediate responsibility within an experienced and expanding team. The successful candidate will work in the Quantitative Development team delivering strategic enhancements to our client’s flagship systematic investment research platform. Working very closely with research, the successful candidate will be involved in every stage of the development process, including planning and specification, implementation Read more […]
Commodities Quantitative Researcher – Systematic Hedge Fund recruitment
Hedge Fund is looking for a Senior Quantitative Analyst with a strong understanding of the commodity sector to join one of the company’s most profitable teams. The successful candidate will be responsible for the monitoring and management of models trading in the energy, metals and agricultural markets. You will be required to create new systematic strategies whilst enhancing already existing models and analyse time series data across a wide range of the commodity markets. Among many other requirements You will have the following requirements: – PhD or MSc in a highly Read more […]