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Quantitative Researcher - Hedge Fund - Cross Asset - Emerging Markets - London

Quantitative Researcher - Hedge Fund - Cross Asset - Emerging Markets - London

Posted 2 April by eFinancialCareers
Ended
Competitive salary
London , South East England
Permanent, full-time
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Responsibilities:

  • Conduct quantitative research to identify alpha-generating opportunities across multiple asset classes
  • Develop and enhance systematic trading models using advanced statistical techniques and machine learning algorithms.
  • Collaborate closely with portfolio managers and other team members to implement research findings into the investment process.
  • Analyse market data, including equities, fixed income, FX, and Credit.

Requirements

  • Experience developing both fundamental and systematic strategies.
  • Advanced degree (Ph.D. or Master's) in quantitative finance, mathematics, statistics, computer science
  • Strong programming skills in Python or another relevant programming language.
  • Demonstrated experience in quantitative research, preferably in a hedge fund environment.
  • Proficiency in statistical analysis and machine learning techniques.

To apply please send your CV to

Reference: 52383434

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