An established hedge fund based in New York is currently building a high-frequency statistical arbitrage team, split between New York City and London and focusing on the global equities market. The team lead is looking to onboard outstanding PhD graduates / academics for Quantitative Researcher and Developer positions to create and optimize computational, statistical models for market research and alpha generation. This is an excellent entry-level opportunity to work under an experienced portfolio manager in an international team and further hone relevant quantitative skills. It will be a collaborative environment prioritising intellectual curiosity, a stellar work ethic, and independent thought.
Successful candidates will possess:
- An MSc / PhD in a research-intensive STEM field (Computer Science, Statistics, Mathematics, Physics, Engineering etc)
- Degree from a top-tier university (ie Oxbridge, Ivy League, University of London, Université Paris-Saclay, ETH Zurich)
- Proficiency in Bayesian inference, statistical data analysis, probability theory, mathematical modelling, Monte Carlo Markov Chain
- Fluency in Python or C++
- A passion for problem-solving and big data analysis
Desirables include:
- Additional programming languages (R, Java, MATLAB)
- Experience with ML/DL/NLP
- Internships within quant finance firms / tech companies / AI research
- Successful backtests / track record of 3-5 years
