A leading Hedge Fund based in London, is looking for individuals to join their Quantitative Investment Strategy team.
The role would be focused on signal generation and strategy improvement, as well as assisting PMs in the implementation of said strategies. You will be involved in all aspects of the research process including methodology selection, data collection and analysis, testing, prototyping, back testing, and performance monitoring.
- Development of alpha strategies, and signal generation.
- Improvement of existing strategies, portfolio optimisation and evaluating new datasets for alpha potential.
- Contributing to the continuous improvement of the investment process.
- Enhance alpha generating capabilities by leveraging on developments in technology and data such as machine learning and alternative data sources.
- Masters or Ph.D. in a quantitative discipline.
- Demonstrated ability to program, preferably in Python and C++
- Up to 5 year's experience building quant tools for global macro products.
- Ability to conduct independent research utilising large data sets.
- Prior experience researching and developing quantitative models