Our client is a global systematic hedge fund which is hiring mid-senior level Quantitative Researchers to join a research and trading team, covering global cash equities and futures. This firm has a highly established and profitable track record, and is led by a leading Quantitative Portfolio Manager with a background of leading teams at top firms.
In this role you will be responsible for the full research and trading pipeline for systematic strategies at intraday or mid frequency time horizons (hours to two weeks). You will cover global equities/equity futures markets, from cleaning and analysing market/alternative datasets through to putting models into production and monitoring their performance in live trading, in collaboration with other quant researchers, developers, and traders in the team.
The Role:
*Research, development and monitoring of intraday or mid frequency cash equities or futures strategies.
*Developing and optimising infrastructure and tools on an ad hoc basis.
*Leading more junior members of the team and supporting the Portfolio Manager with the aim of progressing into a sub-PM/Lead Quant Research role.
Requirements:
*At least 3 years of experience in front office quant research in equities/equity futures markets.
*Proficiency in Python is required, C++ experience is desired, and skills in R, Matlab, and SQL are a plus.
*A Bachelor’s and Master’s degree from a top University, PhDs are preferred but not required.