Our client is a global multi-strategy hedge fund platform blending three core strategies - L/S equities, Macro and Event-driven. With double-digit growth for the past two years, the firm culture is one that combines collaboration and support with success.
The firm is currently looking for a number of experienced quantitative researchers to join their core alpha capture team. The team, which is currently eight researchers strong, identifies alphas both internally and externally to construct and optimise a cross-asset class, multibillion dollar book.
Successful candidates will be able to demonstrate the following:
• Minimum of two years’ experience developing, researching and implementing quantitative models for equities, futures and rates or FX
• Track record developing strategies with a capacity of >$100m GMV with Sharpes of >1.5
• Bachelors and ideally advanced degree (Masters or PhD) in finance, computer science, mathematics, physics or other quantitative discipline.
• Programming in any of the following: C++, Java, C#, MATLAB, R and Python
This is an opportunity to join a highly profitable and fast-growing hedge fund actively hiring in multiple locations including London, New York, Singapore and Chicago.