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Quantitative Researcher - Cash Equities

Quantitative Researcher - Cash Equities

Quantitative Researcher – Cash Equities, Systematic, Python, Trading Signals, Alpha Generation, Stat Arb

Systematic Hedge Fund. London.

Highly Competitive + Benefits + Bonus

A Systematic multi-asset Hedge Fund is looking to hire a Quantitative Researcher with experience researching signals for cash equities.

As the Quantitative Researcher (Cash Equities, Python, Systematic) you will either have worked for a prop trading desk in a bank or for a trading/research team on the buy-side. You will have worked in the cash equities space and will have been researching trading signals for a minimum of 2 years. This is a small team and you will be responsible for growing out the equities trading strategies with a focus on medium frequency stat arb. Ideally you will have worked with Python in order to implement the strategies but experience in C++ or similar will also be okay.

This Fund have posted exceptionally results across the year and are now looking to expand the portfolio of asset classes they work in. You will have the chance to influence a small team and make a real difference to the bottom line PnL.

The Quantitative Researcher (Cash Equities, Python, Systematic) will need:

  • Experience researching trading signals – Essential
  • Experience with equities or cash equities – Essential
  • Experience with Python, C++ or similar – Essential

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

Quantitative Researcher – Cash Equities, Systematic, Python, Trading Signals, Alpha Generation, Stat Arb