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Multi-strat hedge fund is actively hiring front office quant analyst to research and develop pricing systematic strategies (statistical arbitrage/ factor models) for mid frequency range (days to weeks holding period). This role will give a good opportunity to work closely with portfolio managers and allow larger exposure to markets giving you the opportunity to be mentored by a high calibre experienced PM, and giving you the responsibility to allow your strategies to go live.
Ideal candidate will have between 1 and 5 years experience working as a desk quant/ quant analyst at a macro hedge fund, systematic hedge fund or investment bank. Ideal candidate will have worked on strategies which have produced a Sharpe ratio above 1.8.
We will actively hire candidates based in US and Europe.