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Quant Pricing Researcher A UK based Hedge fund are looking for a Volatility Quant Pricing Researcher to join their Quant Pricing team in developing a cutting edge pricing platform that will be crucial to a number of investment teams at the firm. Role...
requirements: - minimum 2 years as a quantitative researcher specialising in equities - advanced degree in STEM discipline from a leading University - strong systematic background, proficient in Python preferred - must be in London or willing to relo...
About the role Alpha generation, backtesting and implementation Designing and developing systematic stat arb trading strategies across global equity markets Working on portfolio optimisation and the enhancement of existing trading models Developing b...
This is the opportunity to join a small team and work alongside highly profitable Portfolio Managers and with some of the brightest minds in the industry. Team members combine strong technical skills and a passion for problem solving with an intense ...
The firm are seeking an experienced quantitative researcher to join their team in London. The ideal candidate will have a proven track record in developing and implementing systematic equities or futures strategies. As a Senior Quantitative Researche...
My leading hedge fund client are actively seeking a Junior Quantitative Researcher to join their London office. This role offers a unique opportunity to apply your advanced research skills to real-world financial problems, working across the full inv...
My client is a leading quantitative hedge fund with offices across Europe, North America and Asia. Their teams trade all traditional asset classes and cover a mix of HFT, Stat Arb, Macro, and Event Driven strategies. The firm is looking for Junior Qu...
They are recognised as a very succesful spin out, with very profitable returns in the last few years. They take pride in being highly driven by research, data and technology. The team looking to expand is a highly successful data driven, quantitative...
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The Team The Specialist Equities team is responsible for high-capacity strategies with medium-to-high Sharpe. Our academic backgrounds span Mathematics, Machine Learning, and Computer Science. The team has been running for several years and look afte...
About Us Wellington Management offers comprehensive investment management capabilities that span nearly all segments of the global capital markets. Our investment solutions, tailored to the unique return and risk objectives of institutional clients i...
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Role: Using the firms automated trading framework to research and apply strategies Using progressive statistical approaches to analyse data and ascertain opportunities for trading To build upon and develop strong understanding of market structures of...
Role: Using the firms automated trading framework to research and apply strategies Using progressive statistical approaches to analyse data and ascertain opportunities for trading To build upon and develop strong understanding of market structures of...
The Role Researching, and building high frequency, systematic trading strategies. Creating, implementing, and deploying high-frequency trading algorithms Creating tools for data analysis of patterns Supporting the trading by contributing to the devel...
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Role: Using the firms automated trading framework to research and apply strategies Using progressive statistical approaches to analyse data and ascertain opportunities for trading To build upon and develop strong understanding of market structures of...
Responsibilities: Idea generation, data gathering and research/analysis, model implementation and backtesting for systematic equity or macro strategies Demonstrated ability to conduct independent research using large data sets Conduct original quanti...
About Man AHL Man AHL is one of the world's longest running diversified systematic investment managers, trading in over 800 markets globally and offering a range of absolute return and long-only quantitative strategies that invest across traditional ...
Systematic Credit Quant Researcher- Global Bank, London Introduction Our client, a leading financial banking institution in London is seeking to recruit a highly skilled and experienced individual for the position of Systematic Credit Quant Researche...
They deploy systematic trading strategies across asset class; including equities, futures, and foreign exchange. Researchers are responsible for conducting quantitative research using statistical and predictive modelling techniques. They are recognis...
The Team AHL Portfolio Management is the team responsible for the portfolio construction and investment management of the firm's flagship funds as well as the AIS (AHL Investment Solutions) business. The team has been running for several years. It ma...
You will join a small, prestigious mid-frequency systematic quant team at a highly successful proprietary trading firm. You will take ownership of the full lifecycle of creating market leading systematic trading strategies. This will consist of resea...
Responsibilities: manage all aspects of the research process including methodology selection, data collection and analysis, testing, prototyping, backtesting, and performance monitoring. Indeoendently conducting quantitative finance research with a ...
Responsibilities: Managing all aspects of the research process, including methodology selection, data collection and analysis, prototyping, backtesting, and performance monitoring Improvement of existing strategies Has experience on her/ his own rese...
Principal Responsibilities: Working alongside the PM on developing trading strategies, with a primary focus on: idea generation, data gathering and research/analysis, model implementation and backtesting for systematic equity strategies Combine sound...
Who we are looking for You will join a team of quantitative researchers who are responsible for the R&D of real-time market tick data, pre- and post-trade transaction cost analytics covering three asset classes: FX, Fixed Income and Equities. We empl...
The Team AHL Fast Trading Strategies is the team responsible for the development of high Sharpe, fast frequency strategies across all asset classes. The team has been running for over a decade and manage a large and successful portfolio across all as...
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