Job Description
A well-known multi-manager hedge fund is seeking to bring on a quantitative researcher to join an established pod focussed on mid-frequency systematic equities. Candidates should bring at least 2 years experience of signal research (sellside or buyside/combination) and will play a critical role in alpha research, signal generation, and model development.
You will:
* Responsible for independent alpha signal research, back testing, and performance evaluation using large datasets.
* Collaborate with portfolio managers to integrate signals into live strategies and enhance portfolio construction methods.
* Continuously monitor strategy performance and market conditions to improve and refine existing models.
Background:
* Top-tier educational background, with evidence of relevant research, ideally to PhD level.
* Proficiency in Python essential
* Self-motivated and comfortable under pressure