Quant Researcher

Overview

In this role you will drive research-driven forecasting and model development for a growing quant hedge fund. You will conduct strategy research, backtest models, and collaborate with the development team to translate research into live strategies. The environment prizes deep analytical thinking and fast decision-making in a calm, open culture. You’ll work on cutting-edge data analysis and machine learning in a high-science setting at a Cambridge-based firm.

Responsibilities

• Conduct standalone and collaborative strategy research
• Backtest and validate quantitative models
• Collaborate with developers to implement models
• Engage in latency-sensitive research and optimization
• Pursue machine learning research in a trading context

Key requirements

• PhD in Maths, Stats or Computer Science
• Strong understanding of statistics and time series
• Experience with relational and non-relational databases (ORM optional)
• Proficiency in at least one of R, Matlab, Python, C++
• Interest in solving quantitative problems

• R
• Matlab
• Python
• C++
• Data visualisation
• Time series analysis

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