The client is a successful and well established Quant Hedge Fund with offices in London, Paris, New York and Singapore. They have been very successful in the HFT/Intraday Equities space, but recently have expanded into UHFT with teams working on satellite/FPGA technologies, as well as longer term investment style strategies.

Ahead of 2025, they are now actively hiring Quantitative Researchers for multiple Equities, FX and Futures teams. The role will involve analysing noisy datasets, extracting patterns and trends, then gathering these insights to develop and deploy systematic trading strategies.

Requirements

• Strong proficiency in Python, experience with production level C++ is a plus, but not a hard requirement.
• Candidates should have experience in alpha research/signal generation, or worked on systematic trading strategy development.
• Should hold, or be working towards Master's Degrees or PhDs in Maths, Computer Science, Electrical Engineering, Physics, or Statistics.

Compensation

Please reach out for more clarity on specific numbers.

Offers can include a sign-on/guaranteed bonus.

VISA Sponsorship is available.

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