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| Job Location | London |
| Education | Not Mentioned |
| Salary | Competitive salary |
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| Job Type | Permanent , full-time |
Focus on intraday or mid-frequency equities as part of a thriving, dynamic, collaborative investment team.Conduct alpha research and strategy development with a primary focus on: idea generation, data gathering and research/analysis, model implementation and back testing for systematic global equities strategies with intraday or medium-frequency.Bachelors, Masters or PhD degree in a quantitative subject such as Applied Mathematics, Statistics, Computer Science or related field from a top ranked universityFluent in C++ or PythonA minimum of 5 years of experience systematic equitiesA proven, independent track record developing, deploying, and managing strategies in the global equities space with an inception-to-date Sharpe Ratio of 1.5+Please only apply if you working in a hedge fund currently, Exceptional Tier 1 candidates may also apply.Sharp ratioin application a must.CV’s to