About the Role
A leading global multi strat hedge fund (10+Bn AUM) are now seeking a talented Quantitative Researcher to join a team alongside a very successful Portfolio Manager in their ever expanding London function.
This role will directly support the Portfolio Manager and senior researchers in the team.
Recruitment Consultant
Niamh Corr
niamh@paragonalpha.com
Requirements:
3-5 years of experience working in a quantitative/systematic hedge fund, investment bank or other trading environment
MSc or PhD in STEM or related quantitative field with a strong understanding of econometrics and applied statistics
Strong programming skills (Python required)
Experience with AWS (plus)
Some quantitative research or market exposure is required, though not specific to any product
Excellent analytical/conceptual problem-solving skills with ability to leverage quantitative and qualitative approaches to develop actionable recommendations
Ability to work independently and in a team environment
Able to prioritize and act in a fast paced, high pressure, dynamic environment
This is a very unique and exciting opportunity to join one of the world's top hedge funds and dramatically increase your earning potential. Our client has one of the best performance and award structures globally, including strong sign on and guaranteed bonuses and is also well regarded for its strong training and collaborative team based culture.
Tech Stack
PythonAWSeconometricsstatisticsquantitative research