Opportunity

Job description

This highly systematic, research intensive Hedge Fund is looking for an exceptional Quantitative Analyst to join their ranks. The specific remits for this role largely revolve around interpreting, filtering, and analysing very large data sets. In cooperation with our researchers and developers you will create new insights into their wider business to further their success. The vast majority of this data is unique to the firm. 

Ideally you will have strong experience working with C#, but this client is also open to seeing candidates with strong C++ and/or Python experience. Candidates who come from a strong buy side background are particularly desirable. 

If interested, please reach out to myself directly at oli.knight@harringtonstarr.com to learn more about how this role can take your career as a Quantitative Analyst to the next level.