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International Hedge Fund is looking for a Senior Quant Researcher. The role is working as a Senior Quant within their Research team on their main Fund. The role requires someone who has a proven experience as a Quant Researcher either from a Quant Prop group at a Bank or from a Hedge Fund or Boutique Trading House. The successful candidate will have a proven track record of delivering 'profit delivering' research from a Systematic Trading / Algorithmic Trading environment. The ideal candidate will have a Quantitative or Mathematical PhD level education. The candidate’s academic background must be from one of the following areas, with a preference being Statistics: - Statistics / Econometrics / Signal Processing
- Optimisation / Operations Research
- Financial Economics / Mathematics
Candidates with experience of developing successful trading strategies in any area of futures, forwards, swaps and options, at any trading frequency would be of interest. Requirements: • Minimum of 6 years experience developing Systematic Trading strategies. • Excellent Mathematical skills • Proven track record of academic achievements, with at least a Masters degree. • In-depth knowledge of programming (ideally Matlab, C#, SQL) Successful candidates must have extensive understanding and experience of: - Trading at least one asset class.
- Working with time series
- Optimisation theory and solving optimisation problems
- Multivariate data analysis including linear / non-linear regression, PCA and factor analysis
- Robustness issues in fitting models
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