Quantitative Researcher

Redwood Recruitment Specialists is looking to connect with talented Quantitative Researchers interested in opportunities within a leading global hedge fund.

Ideal background:

• Experience researching and developing systematic equity trading strategies.
• Strong Python programming and statistical modelling skills.
• Expertise in alpha generation, backtesting, machine learning or market microstructure.
• Experience within a hedge fund, proprietary trading firm or investment bank.
• Strong academic background in Mathematics, Statistics, Physics, Computer Science or a related quantitative discipline.

Locations: London / Paris/ New York/ Singapore

#J-18808-Ljbffr

Full job description from WhatJobs. Apply for this role →