My client is a systematic hedge fund with offices across Europe, North America and Asia, focusing on process-driven trading. They build systematic strategies covering most liquid markets, including pure arbitrage, statistical arbitrage, CTA and event-driven models. The firm has a mandate for Quantitative Researchers who are specialised in Data Science, particularly the applications of Machine Learning, Deep Learning, Reinforcement Learning, NLP, or Computer Vision. Successful applicants will apply these techniques to analyse datasets and identify trading opportunities.
The Role:
• Researching and applying Data Science/Machine Learning techniques to analyse datasets and identify alpha.
• You will work closely with other researchers, developers and traders on the development and implementation of these strategies, and monitor their performance over time.
• Quantitative Researchers collaborate with each other globally. You will share ideas and work on tools for others to use across the firm, expanding the business and building your own skills.
Requirements:
• An academic background with degrees covering numerical fields of study, such as Computer Science, Mathematics, and Quantitative Finance, PhD level degrees are preferred but not required.
• Experience/knowledge of finance from academic studies, internships or professional experience.
• Coding proficiency in at least on language, successful candidates are typically expert users of Python, and proficient with data science libraries.
