A highly established systematic Hedge Fund is looking to expand their quant research team. They are looking for a very strong quant researcher with relevant research experience in alpha generation or portfolio optimization / allocation in a multi asset / CTA setup.
This is a fantastic opportunity to work with a market leading team to develop a strong understanding of market dynamics of various different asset classes and exchanges.
To apply, you should have:
- 2 + years of experience working with systematic quantitative research in a CTA/Managed futures/Trend-following/ systematic futures / Momentum set up
- Excellent academic background in a quantitative discipline; ideally mathematics, physics, statistics or economics
- Proficiency with at least one of the following OOP languages: Python, C++, Java
We will respond to all successful candidates shortlisted for this opportunity within 5 days and would advise all candidates to follow our company page for all the latest opportunities.
Please upload a CV to apply or this role.