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.