Job title:
- Quantitative Researcher (Global Macro/RV).
Salary:
- Up to £350,000 starting base + industry-leading guaranteed bonus and package.
- TC of up to £1M+ GBP in annual compensation.
Location:
- London.
- Full-time office (5days).
Client:
- Globally leading Multi-Strat Firm founded in the late 1990s.
- Developing and deploying quantitative, quantamental and discretionary strats for Rates, Futures/FX, Equities, Commodities, Credit and Vol.
- Trading focus on Mid-frequency (MFT) strategies with holding periods of days to weeks.
Role:
- Quantitative Researcher for Alpha Gen (Cross-Asset).
- Responsible for full lifecycle research from data curation/validation, feature engineering, model development and signal generation.
- Role is sitting in a central research team responsible for bridging the gap between systematic and discretionary investing.
- Group is of paramount importance to the team having holistic impact and supporting north of 200 investment professionals.
Required skills:
- 1yr+ alpha signal generation experience from a competitor fund, market-maker or proprietary trading firm only.
- Advanced degree in a highly scientific, quantitative or computational discipline (examples include STEM and Machine Learning).
- Exceptional research track record demonstrating innovation in your field including strong publication records/best paper awards.
- Capable across topics in statistical modelling, algorithms, data structures, and/or ML.
- Working proficiency in one of the main OO programming languages: C++, Python.
- Extraordinary accomplishments in high school and university-level programming competitions including but not limited to: Olympiad Medallists, ACM-ICPC finalists and winners, and Industry-sponsored Hackathon finalists and winners.
If this opportunity is of interest, please apply direct or email me at .