Quantitative Researcher - Systematic Futures

My client is a multi-strategy hedge fund operating in the intraday and mid-frequency space. The firm is currently looking for Quantitative Researchers/Traders and PMs, particularly those covering short-term Futures strategies (intraday up to a week) who can join a collaborative team, or set up their own desk and trade their own strategies for a % of their PnL. The firm can offer robust execution infrastructure including co-location, allowing strategies to cover low-latency and intraday/MFT, while maintaining relatively low costs and a quick time to market. The Role: Generating alphas based on analysis of market or alternative data. Monetizing signals, monitoring performance of trades and optimising them where possible. Creating quantitative tools to aid the strategy development process, such as execution algorithms, modelling libraries, etc. for the rest of your trading team to use. Requirements: A BSc/MSc or PhD degree in a numerate field. Previous successful candidates have degrees in Engineering, Physics, Mathematics, Computer Science, etc. Coding proficiency in at least one language, such as C++ or Python. At least three years of experience as a Quantitative Researcher/Trader, where you used sophisticated quant methods for the research and optimisation of strategies. You will need to be a confident, resilient, and highly motivated individual, capable of working collaboratively with your colleagues in your office and in other locations, or more independently.

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