PhD Graduate Quantitative Researcher - Systematic Trading - Hedge Fund

The Client

My client is a highly successful, rapidly expanding quantitative hedge fund business whose investment platform spans multiple global markets and strategies.

They are looking for a PhD Graduate in a mathematical discipline to join a rapidly growing, high-performing research team. The successful candidate will be responsible for generating original research, developing new alpha signals and building systematic trading strategies across global markets.

What You'll Get

An opportunity to join one of the fastest growing and exciting quant hedge funds in the world.

The opportunity to work alongside a highly talented team of Quantitative Researchers, Portfolio Managers and Engineers in a genuinely research-driven environment with significant scope to develop original ideas and have a direct impact on investment performance.

Exposure to a broad range of global markets, including Equities, Rates, and FX.

Excellent career progression opportunities within a large and growing systematic investment platform.

A market-leading compensation package including a highly competitive basic salary and substantial performance-related bonus (guaranteed in first year), and a comprehensive benefits package.

What You'll Do

Conduct original quantitative research to identify and develop new systematic trading strategies and alpha signals; translating research ideas into robust, scalable trading strategies suitable for live deployment.

Continuously improve existing strategies through new signals, datasets, modelling techniques and research approaches.

Analyse large and complex datasets to identify persistent patterns, market inefficiencies and sources of systematic return.

Develop, back-test and validate quantitative models using statistical, econometric and machine learning techniques.

Work closely with Portfolio Managers, other Quantitative Researchers and Software Engineers throughout the research and implementation process.

Maintain a strong awareness of academic research and developments across quantitative finance, systematic investing and global markets.

What You'll Need

A PhD from a top-tier university in a Mathematical discipline.

A strong interest in systematic trading, ideally with some experience gained via internships.

Experience working with large, complex datasets, and doing original research.

Strong programming skills in Python, with C++ or another programming language advantageous.