Social network you want to login/join with:Systematic Quantitative Researcher - Entry/Junior Level - London OfficeMy client is a leading quantitative hedge fund with offices across Europe, North America and Asia. Their teams trade all traditional asset classes and cover a mix of MM/HFT, Stat Arb, Quant Macro, and Event-Driven strategies. The firm is looking for Junior Quantitative Researchers to be responsible for end-to-end strategy research. This is an excellent opportunity for PhD and Master’s graduates with a background in mathematics, statistics, computer science or a related field.Successful candidates will work in a collaborative environment where they will gain exposure to the full research pipeline from the front office while working with developers and traders to optimize, implement, monitor and manage strategies.The Role:Collaborate with other quantitative researchers and developers to clean datasets, discuss research, and optimise systematic trading strategies.Involvement in all aspects of the strategy research/trading pipeline, from research based on large datasets to the development, backtesting and monitoring of strategies in live trading.Requirements:The ideal candidate will have a Master''s or PhD in a numerate field of study, such as Mathematics, Physics, Computer Science, or Engineering.Excellent coding ability in at least one language. Previous successful candidates are proficient users of Python, C++, Java, MATLAB, etc.Experience/knowledge of finance from academic studies, internships or professional work.Strong attention to detail, excellent problem-solving abilities, and the ability to work well in a collaborative environment.

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