Quantitative Researcher

eMFusion Global London, United Kingdom

Posted 4 days ago Permanent Competitive

Quantitative Researcher (Quant Researcher) - Hedge Fund

Location: London, UK
Employment Type: Permanent
Salary: Competitive, based on experience
About the Role:

A leading hedge fund is seeking a highly motivated Quantitative Researcher (Quant Researcher) to join their dynamic investment team. The successful candidate will play a key role in developing and enhancing systematic trading strategies by leveraging advanced quantitative techniques, statistical models, and data-driven insights.
Key Responsibilities:

Conduct research and analysis on financial markets to identify trading opportunities across multiple asset classes.
Develop, implement, and optimize quantitative models for alpha generation, risk management, and portfolio optimization.
Utilize large datasets to uncover patterns and insights using statistical and machine learning techniques.
Collaborate closely with portfolio managers, traders, and quantitative developers to implement research ideas into production.
Backtest and validate trading strategies to ensure robustness and scalability.
Continuously monitor and refine models to adapt to changing market conditions.
Document research findings and methodologies to facilitate transparency and reproducibility.
Stay informed on the latest academic research and industry best practices to drive innovation.

Key Skills and Experience Required:

A Master's or PhD in a quantitative discipline such as Mathematics, Statistics, Computer Science, Physics, or Financial Engineering.
Proven experience in quantitative research within a hedge fund, proprietary trading firm, or financial institution.
Strong programming skills in Python, C++, or R, with experience in data manipulation, statistical modeling, and algorithm development.
In-depth understanding of financial markets, instruments, and trading strategies.
Proficiency in statistical and machine learning techniques such as time series analysis, regression models, and clustering.
Experience with backtesting frameworks and simulation methodologies.
Excellent problem-solving skills and the ability to work independently in a fast-paced environment.
Strong communication skills to convey complex ideas to both technical and non-technical stakeholders.

Desirable Skills:

Experience with alternative data sources and data engineering techniques.
Knowledge of cloud computing and big data technologies.
Familiarity with high-performance computing and parallel processing.
Experience in working with execution algorithms and market microstructure analysis.
Exposure to regulatory considerations and compliance requirements in systematic trading.

Benefits:

Highly competitive compensation package with performance-based bonuses.
Opportunity to work with cutting-edge technology and data science tools.
Collaborative and intellectually stimulating work environment.
Professional development opportunities and support for continued learning.
Comprehensive benefits including health insurance, pension plans, and flexible working arrangements.

Job ID 5lgIAlMLbNUo

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