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A well-respected independent investment manager/Hedge Fund (several billion $AUM) is looking to hire a Quantitative Researcher (1-3 years' exp) to work on a small team (5 people) managing approximately $1.7bn in systematic multi-asset strategies.
The team sits within a larger firm that also manages a successful range of discretionary macro & multi-asset funds.
This new hire will initially help with some ongoing development projects while also working on systematic strategy research and analysis. Over time, this person will also be trained up to work on big-picture research topics such as portfolio construction/optimization and adding new asset classes to the portfolios, before eventually becoming an established analyst/researcher on the team.
The successful candidate will also be given increased exposure to portfolio management activities as they develop within the firm (all established members of the team have shared portfolio management and research responsibility).
It is important that this person has a strong working knowledge of at least one of the following programming languages: R, Python, Matlab (Java would also be an added bonus).
1-3 years' experience as a quantitative analyst/researcher at a relevant buy-side or sell-side firm
Strong educational qualifications within a mathematical/quantitative subject (MSc or PhD level), as well as a strong quantitative background
Strong experience across 1-2 programming languages. The team uses Python, R, and Matlab on the research side (Java would be a big plus)
Good understanding of financial markets
Understanding of one or more major asset classes (highly desirable)
Academic and collegiate environment
Mentorship from experienced quantitative professionals
Variety and flexibility with role progression and career development
Member of a small team managing a large amount of capital
A lot of responsibility and opportunity to learn and progress quickly