A worldwide leading Hedge Fund is investing heavily in technology and people and has created this new position due to growth. The team of quant developers is responsible for developing and perfecting an execution algorithm for the entire hedge fund to use, It’s a very unique approach to using high frequency based execution algorithms, which is why this opportunity is rare and exciting.
You will be:
- Conducting research and statistical analyses in the evaluation of securities and to enhance systematic strategies
- Working with large data sets to predict and test statistical market patterns and identify new research ideas leading to improvements of strategies
You will have
- 3-4 years of experience in the securities industry, with at least 2 years of experience in equities algorithmic/electronic trading
- Demonstrated application of quantitative skills to meet business demands (i.e., you can’t just be a pure programmer)
- C++ and server side development experience for trading systems (i.e., you can’t just be a pure quant)
- Good communication skills (needs to be able to work with trading and IT to meet business demands)
- Ability to work in a fast-moving environment (able to make trade-offs and do work that is “good enough”, then move on to next task)
- High degree of motivation and strong work ethic
Education:
- Bachelor’s degree in relevant field required; MS / PhD preferred
If you would like to be considered for the position of Quantitative Researcher, or wish to discuss the role further then please leave your details below. Your resume will be held in confidence until you connect with a member of our team
