Quantitative Researcher - Global Equities HFT

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