The client is a market-leading Systematic Hedge Fund renowned for it's success in the HFT/Algorithmic Trading space. They employ advanced strategies to capitalize on market inefficiencies, which are deployed across various asset classes and markets. The team had previously spun out of a Prop Trading team at an Investment Bank and has a strong track record spanning over two decades. Currently they are actively hiring for Quant Research positions at both junior and senior level. In this role, Quant Researchers will combine their curiosity for financial markets with their technical skills to deliver robust results.
Key Responsibilities:
Conduct research to identify trends and patterns for the development and optimization of systematic trading strategies.
Analyze large datasets and apply sophisticated statistical methods to discover new trading opportunities.
Ensure meticulous organization of data and processes while backtesting and improving strategies.
Collaborate with other Quant Researchers to develop mathematical models and algorithms.
Requirements:
Ideally 0-5 years Experience in a professional environment with a Quantitative Discipline.
A Master's degree or PhD in fields such as Mathematics, Statistics, Financial Engineering, Operations Research, Computer Science, or Physics.
Proficiency in Python is essential, C++ experience is a plus.
Experience with statistical techniques and a strong aptitude for problem-solving.
Attention to detail, the ability to thrive in high-pressure situations, and a capacity to excel in a fast-paced environment.
VISA Sponsorship is available.
Feel free to reach out to william.cristobal@ansonmccade.com for further information.
Seniority level
Mid-Senior level
Employment type
Full-time
Job function
Engineering, Finance, and Research
Industries
Capital Markets, Software Development, and Financial Services
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