Junior Quant Researcher
About the Role
We are seeking a highly motivated Junior Quantitative Researcher to join a leading global hedge fund. This is an exciting opportunity to work in a fast-paced, collaborative environment where you will contribute to the development of systematic trading strategies and cutting-edge quantitative research.
Key Responsibilities
Alpha Research & Strategy Development
- Research and develop predictive models for alpha generation across equities.
- Analyse large datasets to identify patterns, signals, and opportunities for systematic trading.
- Collaborate with senior researchers to design and implement mid- to high-frequency strategies.
Portfolio Construction & Risk Management
- Assist in building and optimising portfolio construction frameworks.
- Support risk modelling and scenario analysis to ensure robust performance under varying market conditions.
Data Analysis & Infrastructure
- Work with large-scale financial datasets, ensuring data integrity and quality.
- Develop and maintain data pipelines for efficient ingestion and processing.
- Apply statistical and machine learning techniques to improve model accuracy and robustness.
Collaboration & Communication
- Partner with traders, engineers, and other researchers to translate research into production-ready solutions.
- Present findings and insights to internal stakeholders in a clear and concise manner.
Required Skills & Qualifications
- PhD in a quantitative discipline (Mathematics, Statistics, Computer Science, Physics, Engineering, or related field).
- Proficiency in programming languages such as Python
- Solid understanding of statistical modelling, machine learning, and optimisation techniques.
- Experience with data analysis and handling large datasets.
- Excellent problem-solving skills and attention to detail.
- Ability to work collaboratively in a team-oriented environment.
Preferred Qualifications
- Prior experience in quantitative research (internships).
- Familiarity with financial markets and instruments.
- Knowledge of portfolio optimisation and risk management frameworks.
- Exposure to high-performance computing and distributed systems.
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