This is an opportunity to join a leading firm in a business critical front office capacity and work on their revenue generating quantitative trading signals. The company has a great environment, more identifiable with academic labs than a typicaltrading business. Their quants work together in a collaborative effort in order to maximise collective intellectual capacity.
All their researchers are extremely strong mathematical problem solvers, with outstanding undergraduate backgrounds in maths, physics, computer science and engineering. About half have PhDs, and several have spent time as postdocs. Some previously worked in investment banks, some in technology companies, others joined directly from academia - they are open to all industries. The core element of the background they are looking for is the scientific skills.
Since programming is an important part of the work, knowledge of numerical programming language is useful (such as C++/Matlab etc). Experience working with large data sets is also very valuable (and applying techniques such as time-series analysis, regression etc). More generally sound knowledge of statistical and probability theory is required.
They are looking for candidates that have practical, hands-on ability to apply mathematical concepts to real world financial problems, to implement theoretical insights as working code, and the ability to work independently in a research environment.
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