I am working with an established pod at a $15 Bn+ hedge fund in
London
who are looking for a mid-frequency Quantitative Researcher to work on the research, development and execution of their
futures strategies . The PM has been in his seat for 2 years, with the pod running for 5+ years. You would be working on fully systematic
alpha strategies within futures , with holding period of intraday up to a week. This can be across all liquid asset classes e.g. FX futures, Rates futures, Commodities futures, Fixed Income futures. Key Responsibilities: Alpha Strategy Development:
Design, test, and implement quantitative alpha strategies focusing on futures markets, using advanced statistical and machine learning techniques. Data Analysis:
Leverage large datasets (historical price data, macroeconomic indicators, sentiment data, etc.) to identify patterns, correlations, and predictive signals that can be incorporated into models. Modeling & Backtesting:
Develop quantitative models and utilise backtesting frameworks to assess the effectiveness and robustness of strategies under various market conditions. Research & Innovation:
Stay up to date with the latest developments in financial markets, quantitative research techniques, and algorithmic trading to continuously innovate and improve alpha generation capabilities. Collaboration:
Work closely with the PM to ensure smooth implementation of models and strategies, providing insights and analysis to optimize trading decisions. Performance Evaluation:
Continuously monitor and evaluate the performance of live strategies, optimizing parameters and making necessary adjustments to improve performance. Qualifications: Education:
Advanced degree (Master's or PhD) in a quantitative field such as Mathematics, Physics, Engineering, Computer Science, Finance, or Statistics. Experience: At least 2-6 years of experience in quantitative research, with a focus on alpha strategy development and futures markets. Experience with futures products (e.g., equity index futures, commodity futures, fixed-income futures) and related market structures. Proficiency in statistical and machine learning techniques such as regression analysis, time series modeling, Monte Carlo simulations, and optimization. Strong coding skills in Python and similar programming languages; experience with backtesting platforms (e.g., QuantConnect, Backtrader, etc.) is a plus. Skills: Strong quantitative and analytical skills, with the ability to extract insights from complex datasets. Proficiency in data manipulation, statistical analysis, and visualization tools (e.g., Pandas, NumPy, SciPy, Matplotlib). Strong understanding of financial markets, trading mechanics, and futures contracts. Excellent problem-solving and critical thinking abilities. Effective communication skills, with the ability to present research findings and strategies clearly to non-technical stakeholders.
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London
who are looking for a mid-frequency Quantitative Researcher to work on the research, development and execution of their
futures strategies . The PM has been in his seat for 2 years, with the pod running for 5+ years. You would be working on fully systematic
alpha strategies within futures , with holding period of intraday up to a week. This can be across all liquid asset classes e.g. FX futures, Rates futures, Commodities futures, Fixed Income futures. Key Responsibilities: Alpha Strategy Development:
Design, test, and implement quantitative alpha strategies focusing on futures markets, using advanced statistical and machine learning techniques. Data Analysis:
Leverage large datasets (historical price data, macroeconomic indicators, sentiment data, etc.) to identify patterns, correlations, and predictive signals that can be incorporated into models. Modeling & Backtesting:
Develop quantitative models and utilise backtesting frameworks to assess the effectiveness and robustness of strategies under various market conditions. Research & Innovation:
Stay up to date with the latest developments in financial markets, quantitative research techniques, and algorithmic trading to continuously innovate and improve alpha generation capabilities. Collaboration:
Work closely with the PM to ensure smooth implementation of models and strategies, providing insights and analysis to optimize trading decisions. Performance Evaluation:
Continuously monitor and evaluate the performance of live strategies, optimizing parameters and making necessary adjustments to improve performance. Qualifications: Education:
Advanced degree (Master's or PhD) in a quantitative field such as Mathematics, Physics, Engineering, Computer Science, Finance, or Statistics. Experience: At least 2-6 years of experience in quantitative research, with a focus on alpha strategy development and futures markets. Experience with futures products (e.g., equity index futures, commodity futures, fixed-income futures) and related market structures. Proficiency in statistical and machine learning techniques such as regression analysis, time series modeling, Monte Carlo simulations, and optimization. Strong coding skills in Python and similar programming languages; experience with backtesting platforms (e.g., QuantConnect, Backtrader, etc.) is a plus. Skills: Strong quantitative and analytical skills, with the ability to extract insights from complex datasets. Proficiency in data manipulation, statistical analysis, and visualization tools (e.g., Pandas, NumPy, SciPy, Matplotlib). Strong understanding of financial markets, trading mechanics, and futures contracts. Excellent problem-solving and critical thinking abilities. Effective communication skills, with the ability to present research findings and strategies clearly to non-technical stakeholders.
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