A tenured Portfolio Manager at a $22bn AUM Systematic Hedge Fund, is looking to add 2-3 Quantitative Researcher's, focusing on Systematic US and Global Equities.
Principal Responsibilities
- Work alongside the Portfolio Manager on developing systematic trading strategies, with a primary focus on:
- Idea generation on intraday alphas
- Data gathering and research/analysis
- Model implementation and back testing for systematic global equities strategies
- Conduct research across a variety of quantitative trading strategies involving high frequency market data.
- Conduct research across multiple regions including US, Europe, Japan and other non US equity markets.
Required Technical Skills
- Strong programming skills in any object-oriented language such as Python and C++.
- Strong Linux knowledge.
- Bachelors, Masters or PhD degree in a quantitative subject such as Computer Science, Applied Mathematics, Statistics, or a related field from a top ranked university.
Preferred Experience
- 2-7 years' experience within quantitative equity strategies, as evidenced by experience at an asset manager, or trading groups within a hedge fund.
- Experience developing intraday equity trading signals, from multi sources of data, including but not limited to raw streaming market data
- Strong experience and understanding of statistical modelling techniques for equities trading.
