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Quantitative research engineer (macro/fx/rates)

London
Verition Fund Management LLC
Research engineer
€70,000 a year
Posted: 27 April
Offer description

Verition Fund Management LLC (“Verition”) is a multi-strategy, multi-manager hedge fund founded in 2008. Verition focuses on global investment strategies including Global Credit, Global Convertible, Volatility & Capital Structure Arbitrage, Event-Driven Investing, Equity Long/Short & Capital Markets Trading, and Global Quantitative Trading.

We are hiring a Quant Research Engineer to work directly with a Portfolio Manager. This role is focused on building, running, and maintaining robust research and analytics that support real trading decisions.


Responsibilities

* Run and maintain research dashboards and analytics so they update automatically.
* Maintain factor sets and data integrity.
* Build and maintain rolling seasonality studies.
* Backtest and validate existing strategies and analytics.
* Build internal swap RV / curve / carry analytics (RiskVal-style).
* Replicate sell-side analytics internally using clear, explicit logic.
* Own historical datasets, backfills, and monitoring.
* Surface trade candidates based on defined rules.
* Reduce manual checks and repetitive PM workload.
* Monitor trades, orders, and entry/exit levels.
* Execute funding and simple trades under instruction.
* Assist with booking, allocation, and PnL reconciliation.
* Provide limited operational cover when the PM is away.


Qualifications

* Strong Python (pandas, numpy, time-series work).
* Applied statistics / optimization.
* Experience working with financial market data.
* Understanding of rates / FX instruments, curves, roll, carry, funding.
* Experience building and maintaining production analytics.
* High attention to detail and ownership mindset.
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