Quantitative Researcher / Developer

Overview

In this role you contribute to the development and validation of algorithmic and electronic trading models for a leading hedge fund. You work within a performance-driven, research-focused environment and translate scientific methods into investable strategies across asset classes. You will build high-quality real-world code, review models, and help scale quantitative trading in a relaxed, technology-first culture, with relocation to Monaco offered.

Pay / Benefits

• relocation

Responsibilities

• Contribute to model building and validation for algorithmic and electronic trading models
• Perform independent reviews of Algo/eTrading models
• Contribute to testing framework to safeguard markets and clients
• Monitor performance of trading algorithms against objectives
• Create high-quality, real-world code
• Challenge existing design and approaches

Key requirements

• PhD in Statistics, Physics, Econometrics, or Computer Science (Machine Learning, Computational Linguistics)
• 3 years’ postdoctoral experience at a leading research institution or financial services company
• Strong quantitative skills and notable academic achievement at PhD level
• Practical approach to solving complex problems and experience with large real-world datasets
• Clear ability to communicate ideas/results to colleagues

• attention to detail
• clear communication
• problem-solving mindset
• probability and statistics
• time series analysis
• partial differential equations

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