My client is a global, multi-strategy hedge fund who are leading in systematic, mid-frequency trading. They deploy systematic strategies across a range of asset classes and global markets, with a strong presense within equities and futures - from hours to multi day strategies. You will be working alongside a PM on developing these trading strategies, and working on the full trading cycle - from generating alphas, to portfolio construction.
Principal Responsibilities:
• Working alongside the PM on developing trading strategies, with a primary focus on: idea generation, data gathering and research/analysis, model implementation and backtesting for systematic equities strategies
• Combine sound financial insights and statistical learning techniques to explore, analyze, and harness a large variety of datasets in order to build strong predictive models which will be deployed to the investment process
• Collaborate with the PM in a transparent environment, engaging with the whole investment process
• Provide tools and data needed to trading team to help manage risk
Main requirements:
• Demonstrated ability to conduct independent research using large data sets
• Candidates with quantitative development experience will be considered as well, provided they also have relevant research experience
• Strong research and programming skills. Working knowledge of Matlab/Python and SQL are necessary
• Masters or PhD degree in a quantitative subject such as Computer Science, Applied Mathematics, Statistics, or related field
Preferable requirements:
• Strong economic intuition and critical thinking
• Trading experience would be desirable but is not necessary
