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Junior Quantitative Researcher – Hedge Fund – London

A fast growing Systematic Hedge Fund in London are looking for a junior Quantitative Researcher to join their team responsible for the research, development and running of their systematic trading strategies (mainly FX and futures).

Candidates are expected to be motivated, highly numerate and prepared to take an active, hands-on role within a small team (4 people). They will be required to have a variety of responsibilities which are likely to include some post-trade operations, reporting and client facing activities in addition to research.

Requirements:

  • Proficient in mathematical modelling, time series analysis and statistics (frequentist and Bayesian)
  • A genuine interest in finance (or better a practical knowledge and understanding of), especially currencies and interest rate markets
  • Highly proficient in one or more of the appropriate research tools Python/R/Matlab
  • Experience in OO programming (i.e. C#/C++/Java or similar)
  • Experience working with large and noisy datasets
  • Knowledge of machine learning techniques is desirable
  • MSc or PhD in a subject with a strong analytical content and an element of formal statistical training, e.g. statistics, experimental physics, etc..

For more information, please send your CV directly to hello@durlstonpartners.com