International Hedge Fund is looking for a Senior Quant Researcher.

The role is working as a Senior Quant within their Research team on their main Fund. The role requires someone who has a proven experience as a Quant Researcher either from a Quant Prop group at a Bank or from a Hedge Fund or Boutique Trading House. The successful candidate will have a proven track record of delivering 'profit delivering' research from a Systematic Trading / Algorithmic Trading environment. The ideal candidate will have a Quantitative or Mathematical PhD level education.

The candidate’s academic background must be from one of the following areas, with a preference being Statistics:

• Statistics / Econometrics / Signal Processing
• Optimisation / Operations Research
• Financial Economics / Mathematics

Candidates with experience of developing successful trading strategies in any area of futures, forwards, swaps and options, at any trading frequency would be of interest.

Requirements:

• Minimum of 6 years experience developing Systematic Trading strategies.

• Excellent Mathematical skills

• Proven track record of academic achievements, with at least a Masters degree.

• In-depth knowledge of programming (ideally Matlab, C#, SQL)

Successful candidates must have extensive understanding and experience of:

• Trading at least one asset class.
• Working with time series
• Optimisation theory and solving optimisation problems
• Multivariate data analysis including linear / non-linear regression, PCA and factor analysis
• Robustness issues in fitting models