VP/ Director level Systematic/ Quantitative Trading Researcher – Quantitative Hedge Fund (Equities, Global Futures, FX) recruitment
My client is a multi-billion dollar hedge fund that applies a multi-asset (equity, FX, futures, and commodities), multi-strategy, highly quantitative approach to investing, across the low, mid, and high frequency domains leveraging very sophisticated, fully systematic mathematical models that predict the movements in worldwide financial markets.
The fund has been consistently profitable since inception, through its constant research of new innovative ways to generate alpha on various markets. We are now looking for additional researcher to join and work symbiotically within a larger research team.
The role:
In this role you will work in a research capacity to develop ideas for new trading strategies across /or in either global; Equities, FX, and Futures markets, and then work within a larger research team to test and develop the ideas into strategies, and for production.
The candidate:
We are looking for an individual with proven research skills in areas of Market neutral, or trend following systematic trading, in either; equities, global futures or currencies (spot or forwards), with a proven track record of generating ideas for profitable quantitative trading strategies with 2.0 or higher Sharpe ratios
Exceptional quantitative skills, most likely with a PhD or MS from a top University, in a quantitative field
Proficient programmer, C++, C, or Python
Self starter, strong work ethic
Please reply to rw@capitalchase.com interviews are being scheduled now, all applicants are handled with full confidentiality.