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PhD Quantitative Researcher - Quantitative Hedge Fund - London/Oxford/Cambridge

PhD Quantitative Researcher – Time series, Statistics, Signal Processing, Algorithms, C++, Python, Mathematics

Quantitative Hedge Fund.

Highly Competitive + Benefits + Bonus

A Quantitative Hedge Fund, with offices in London, Oxford and Cambridge, are looking to hire a PhD Quantitative Researcher to join their core Research team based in one of their offices.

As the Quantitative Researcher (Time Series, Statistics, Signal Processing) you will either have completed or be close to completion of a PhD in a highly Quantitative subject, such as Mathematics, Physics, Theoretical Particle Physics, Engineering or similar. You will be developing core algorithms based on quantitative signals that you have researched and developed yourself. You will have used some form of development language before, such as C++, Python, C# or Matlab.

This Quantitative Fund have an exceptional track record and typically hire 1-3 PhD’s every year. They will provide a high achieving environment for anyone who wants to solve interesting and complicated problems as well as working with an exceptional team.

The Quantitative Researcher (Time Series, Statistics, Signal Processing) will need:

  • A PhD in a highly quantitative subject from a top 10 university – Essential
  • Experience in one of Time Series Analysis, Signal Processing, Statistics or applied mathematics – Essential
  • Technology background in C++, Python, C# or Matlab – Essential

Please get in touch with Tom Kemp at Harrington Starr for more information.

PhD Quantitative Researcher – Time series, Statistics, Signal Processing, Algorithms, C++, Python, Mathematics