Anson McCade
Quantitative Researcher
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Quantitative Researcher (Junior/Entry Level) - Systematic/Quant Hedge Fund
My client is a systematic hedge fund with offices globally. Their teams trade all liquid markets and cover a mix of HFT, Stat Arb/Mid-Frequency, Quant Macro, and Event-Driven strategies. The firm is looking for graduate or junior-level Quantitative Researchers to cover the full strategy lifecycle, from data pre-processing through to implementation and monitoring, in collaboration with other Quantitative Researchers, Developers, and Traders. This is an excellent opportunity for PhD and Master’s level graduates with a background in mathematics, statistics, or a related STEM field. Successful candidates will work in a collaborative environment where they will cover the full strategy pipeline from initial data analysis/cleaning to implementing and monitoring strategies.
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The Role:
- Involvement in all aspects of the strategy development process, from research based on large datasets to the creation, backtesting, and implementation of strategies.
- Use quantitative methods to conduct in-depth analysis of market patterns and trends.
- Use methods such as statistical modelling and machine learning techniques to identify tradeable opportunities.
- This is a collaborative environment where you will work with other quantitative researchers to collect data, discuss research, and optimize systematic trading strategies.
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Requirements:
- The ideal candidate will have a Master's or PhD in a numerate field of study, such as Mathematics, Physics, Computer Science, or Engineering.
- Excellent coding ability in at least one language. Previous successful candidates are proficient users of Python, C++, Java, MATLAB, etc.
- Experience/knowledge of finance from academic studies, internships, or professional work.
- Strong attention to detail, excellent problem-solving abilities, and the ability to work well in a collaborative environment.
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