Salary/Package: Exceptional Hedge Fund Package (seniors)
Location: London
Job Type: Permanent

ROLE

Great opportunity to join a World Leading and multi award winning Hedge Fund with over $35b AuM and 400 staff across London, New York and Hong Kong. The firm is known for excellence Worldwide and is consistently ranked in the top 3 funds Globally for performance, but recognition of the need to retain a competitive edge and drive an environment that encourages innovation. They have a distinctive culture developed over two decades that is meritocratic, challenging, innovative and stimulating. The talent, passion and vision of their employees is the engine that drives the company’s evolution. They share a common set of values rooted in integrity, entrepreneurial flair and professional excellence. Consequently, the atmosphere is both collaborative and dynamic, while offering considerable potential for rapid individual advancement. This seat is to join the firm as a key member of the already hugely successful Quantitative Trading Group, your mandate will be as a senior research contributor identifying, building and deploying new equity long/short alpha strategies. The team is of exceptionally high calibre and the firm would like to meet with candidates who are still in love with deep mathematical and statistical research, mining large structured and unstructured datasets for signals and patterns, and developing alpha trading models.

RESPONSIBILITY

  • Research and identify new alpha and designing new quantitative equity long/short systems
  • Research and analyse large datasets for new signals and patterns
  • Developing and Implementing new statistical models
  • Maintaining a framework for back-testing and reporting trading strategies
  • Designing, implementing, and deploying new trading algorithms
  • Exploring new trading ideas by analyzing data and market structure for patterns
  • Creating tools to analyze data for patterns
  • Contributing to libraries of analytical computations to support data analysis and trading
  • Developing, augmenting, and calibrating exchange simulators

QUALIFICATIONS

  • Must have front-line Alpha Research experience, systems range between days to months
  • MSc or PhD in Mathematics, Statistics, Probability, Computer Science
  • Superior Statistical and Probability practitioner
  • Strong commercial experience in Quantitative trading strategy research and design, systematic / automated models
  • Possess a complete understanding of the alpha research and development process
  • Implemented models into production
  • Excellence back-testing, simulation, and statistical techniques (auto-regression, auto-correlation, and Principal Component Analysis)
  • Superb data-mining and analysis skills, including experience dealing with a large amount of data/tick data
  • Strong experience in signal generation and statistical models
  • Programming skills in MATLAB or similar
  • Interest in machine learning techniques, AI
  • The ability to think rigorously and independently
  • Fund, Alpha Platform or Proprietary experience is preferred, but not essential.

CHARACTER

  • Min 5 years commercial experience
  • Professionalism, maturity and adaptability
  • Communicative and pro-active personality with a strong desire to complete extremely complex problems
  • Genuine passion for Mathematics, Statistics and Probability
  • Ability to prioritise and delivery focused. Ability to stay calm in pressurised situations.
  • Passionate about Financial Markets and deep research

BENEFITS

  • Extremely competitive basic salary
  • Market leading annual bonus
  • Executive benefits package (health, pension etc)
  • Flat, meritocratic and collaborative culture
  • Cutting edge technology platforms
  • Exceptional support structure inc quantitative research
  • Exquisite working environment
  • Free Onsite Coffee Shop and Snack Bar
  • Free Onsite Restaurant
  • Free Onsite Gym with personal training