We are looking for a respected Quantitative Researcher for a multi-strategy US hedge fund ($3bn + AUM) who will be reporting to the PM directly and capable of assisting with the build-out of the team's strategies across Single Stock Equities and Diversified Futures. There are four other researchers, but this position is directly responsible for the investment process and decision-making. Must be used to a collaborative set-up and open to sharing information and leading from the front.
Requirements
Quantitative Equity or Futures experience is a must with a passion for generating quantitative strategies.
The candidate will have an MSc/PhD degree in a STEM subject from a top-tier university (Oxbridge/Russell Group, Ivy League, Stanford, MIT, Caltech or a university with a top 150 QS world ranking). Unfortunately, we will only be considering applications from candidates with degrees from universities within the top 150.
You must have significant programming experience in either Python and/or C++. Furthermore, the successful candidate will be highly familiar with ML/AI toolbox modules (Scikit, Pandas, NumPy, TensorFlow, PyTorch, Matplotlib, Seaborn etc.).
The successful candidate must have been in their current role for at least two years.
Desirables
A desire on the part of the candidate to develop within a research and trading team.
Knowledge of other programming languages, including but not limited to Java, MATLAB, C and C#.
Internships within Quantitative Finance, ML or AI sectors.
