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Your role will be to perform research on alternative risk premia strategies. You will also participate in the research and execution infrastructure build up and report directly to the Head of Quant Analysis.
You will have spent at least 4- 6 years experience within finance in a quantitative capacity . They are open to any asset class.
Any prior experience of working on risk premia strategies will be very useful.
You need to be a strong coder in Python . Additional C++ / VB skills will be useful.
You will have a PhD in a scientific discipline. This is an important criteria and PhD's in Finance will not be considered.
You must be able to speak and write in English.
They prefer candidates that do not require a visa and who are based in Europe, ideally in London.