Leading systematic hedge fund are looking to hire a high-frequency strategist with a strong background in statistics and data analysis to strengthen their research efforts in liquid futures and cash equity markets.

Role:-

You will be responsible for developing and driving your own research agenda across all aspects of trading, from alpha generation to portfolio construction and execution. Specific responsibilities will include:

• Conducting in-depth quantitative research into the behaviour of liquid financial markets.
• Developing and back-testing novel and innovative alpha signals to predict the movements of markets over time horizons spanning from minutes to days.
• Customising and tuning machine learning algorithms to optimize alpha accuracy
• Improving trading logic through experimentation and optimization.
• Conducting research to improve the ability to monetize and execute alpha signals.
• Working with the technologists to help improve the trading platform and infrastructure.

Requirements:-

• A strong academic background, with a degree in a quantitative subject (e.g. Mathematics, Physics, Engineering, Computer Science, Economics, Finance) from a leading university.
• Further degrees or postdoctoral roles are beneficial although not a requirement.
• Experience undertaking in-depth quantitative research for trading in either futures or cash equity markets.
• Experience in linear and non-linear machine learning algorithms.
• Hands-on experience of working with large data sets.
• An interest in financial markets modeling and investing.
• A deep understanding of statistics and an ability to apply it to real-world problems.
• Intermediate skills in at least one programming language (e.g. Python, Java, C, C++).
• The ability to communicate complicated ideas clearly and concisely.

Apply:-

Please send a PDF CV to