Tier -1 quantitative hedge fund looking for strategy researcher to join a larger cross asset team of quant researchers
My client is a multi-billion dollar hedge fund that applies a multi-asset (equity, FX, futures, and commodities), multi-strategy, highly quantitative approach to investing, across the low, mid, and high frequency domains leveraging very sophisticated, fully systematic mathematical models that predict the movements in worldwide financial markets.
The fund has been consistently profitable since inception, through its constant research of new innovative ways to generate alpha on various markets. We are now looking for additional researcher to join and work symbiotically within a larger research team.
In this role you will work in a research capacity to develop ideas for new trading strategies across /or in either global; Equities, FX, and Futures markets, and then work within a larger research team to test and develop the ideas into strategies, and for production.
We are looking for an individual with proven research skills in areas of
Market neutral, or trend following systematic trading, in either; equities, global futures or currencies (spot or forwards), with a proven track record of generating ideas for profitable quantitative trading strategies with 2.0 or higher Sharpe ratios
Exceptional quantitative skills, most likely with a PhD or MS from a top University, in a quantitative field
Proficient programmer, C++, C, or Python
Self-starter, strong work ethic
For consideration please send your resume to email@example.com or firstname.lastname@example.org –
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