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| Job Location | London |
| Education | Not Mentioned |
| Salary | Competitive salary |
| Industry | Not Mentioned |
| Functional Area | Not Mentioned |
| Job Type | Permanent, full-time |
A leading global macro hedge fund are looking to build out their quantitative capacity in London. The fund is looking for a model driven econometrician/quantitative researcher that will have a strong knowledge of machine learning and asset pricing. The ideal candidate will have at least 5 years experience in quantitative research from a leading buy side firm, complemented by a PhD from a top tier academic institution. Requirements: • 5 years+ experience in quantitative research, ideally buy-side • Broad asset class exposure • Machine learning expertise • Knowledge of asset pricing models • Proficiency in at least one programming language, preference for Python • Based in London or Geneva • Finance-related PhD from a top tier academic institution In order to be considered for the role, please send your CV in WORD format to **Please note that this is an extremely high bar client and therefore not all applicants will be contacted for the role.