Quantitative Researchers - Multiple Asset Classes - Leading, Global Hedge Fund Quantitative Researchers - Multiple Asset Classes  …

Aurum Search
in London, Vereinigtes Königreich
Festanstellung, Vollzeit
Letzte Bewerbung, 15 Jan 21
Market Leading
Aurum Search
in London, Vereinigtes Königreich
Festanstellung, Vollzeit
Letzte Bewerbung, 15 Jan 21
Market Leading
Gepostet von:
Simon Wiggins • Recruiter
Gepostet von:
Simon Wiggins
Recruiter
Fast-growing, global hedge fund actively hiring for multiple quantitative researchers to join a central, cross-asset class (equities, FX, futures and rates), core alpha, multibillion dollar portfolio team.

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. 

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