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Systematic Quantitative Research - High Frequency - Hedge Fund

Job LocationLondon
EducationNot Mentioned
SalaryCompetitive salary
IndustryNot Mentioned
Functional AreaNot Mentioned
Job TypePermanent , full-time

Job Description

We are currently working with a reputable multi-billion-dollar systematic hedge fund who are looking to hire within their quantitative global macro team across London and Paris. The role will involve working in a collaborative environment, with PMs, researchersand traders on the systematic macro portfolio. What the role will involve:

  • Creating high quality mid/mid frequency predictive signals and developing systematic strategies
  • Carrying out alpha research
  • Portfolio construction and risk management
  • Weekly or monthly rebalancing responsibilities
  • Back testing and implementing trading models
  • Monitoring signals behaviour and performance of execution platform over time
What is required:
  • A minimum masters degree in a quantitative related field (e.g. finance, mathematics, statistics, computer science etc.)
  • Ability to work with large datasets across multiple time frames
  • Previous professional experience developing systematic strategies (track record running macro systematic strategies is an advantage)
  • Buy-side experience
  • Strong Python or C++ programming skills
  • Market making or hight frequency trading experience is a plus
If you meet all the requirements of the role, please send your CV in WORD format to for an initial discussion with one of our experienced consultants.

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