Full job description££200k+ GBP

Strong PnL linked bonuses

Onsite WORKING

Location: Singapore, Hong Kong, New York, Paris, Zurich, Central London, Greater London - United Kingdom Type: Permanent

Quantitative Researcher

My Client is a multi-strategy hedge fund with offices across New York, London, Hong Kong and Singapore. The firm is hiring Quantitative Researchers for an Equity/Futures team based in London, and are targeting profiles with prior experience using Machine Learning to generate alpha in liquid markets.

Responsibilities: *Develop predictive features from HFT/intraday market data and alternative dat
*Develop research pipelines for tree-based models, deep learning, NLP and related model
*Design ML-driven alphas for cash equities and future
*Collaborate with other researchers and developers to implement signals, and optimise performance in live tradin
*Use academic advancements in Machine Learning to develop and implement novel approaches to research.
Requirements: *A master’s or PhD from a top-tier university in a quantitative discipline such as computer science, statistics, etc
*5+ years of alpha research at a leading firm.
*Experience in tree-based models, deep learning, LLMs/NLP, and a strong experience of overfitting-control
*Expert-level Python, C++ experience is preferred but not required
There are also other roles available at varying levels of seniority within other teams/asset classes, as well as located in other places throughout Europe, Asia, and North America - so if you don’t fit the exact description, still feel free to apply