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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 |
Top tier systematic hedge fund is seeking for aQuantitative Researcher who could help build state-of-the art systematic trading platform. This opportunity will give you the chance to work on a growing team with an experienced PM and report directly to theCIO and co-founder of the firm (ex-head of statistical arbitrage at Teza Technologies) focused on mid-frequency strategies in equity with statistical arbitrage and long/short approach.They are looking for a passionate developer and researcher with strong mathematical skills and knowledge of financial markets to research, develop and participate in all aspects of alpha modelling, including signal generation, data scouting, hypothesis generation,back-testing and production monitoring. You will be working directly with the quants and technologists to automate all aspects of workflow in systematic trading. Over time, the ideal candidate will have the opportunity to become the the sub-PM and standalonePortfolio Manager.They are currently using Python for model development and production.The role is based in London, United Kingdom (HQ)and has satellite offices in Hong Kong, US – Florida / Michigan.Requirements