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A large European based hedge fund is actively seeking experienced quantitative researchers with a proven track record in successfully generating alpha across cash equities in a systematic manner through the intraday holding periods up to a week.
You will be expected to research and develop new quantitative investment strategies within a highly collaborative team.
The Successful candidate will have the following:
3 years+ experience researching, back testing, implementing quantitative systematic strategies across equities
Proven background in alpha generation
Excellent programming in C/C++ or Java
Fantastic academic background, PhD or Masters
If you match the above criteria please do get in touch to discuss the opportunity further.