Leading UK fund are hiring PhD quant analysts for their systematic equity team.
As a quantitative analyst , you will be responsible for researching and implementing alpha generating , risk and trading models . This is a hands – on role responsible for creating and optimising new quantitative systematic portfolio models.
PhD or Masters degree in a quantitative discipline. They are interested in candidates from red brick Universities who have a first class degree and all A’s in their A Levels.
Strong coding expertise in either Matlab, Python, R, Java or C++
Solid statistical knowledge and familiarity with packages such as R or Matlab
Time series modelling / simulation or quantitative research experience
Experience of working with large & complex data sets
A solid foundation in optimization, probability and statistics
Practical approach to problem solving
Outstanding quantitative, analytical and problem solving skills
Good communication skills.
They are open to considering candidates who are about to complete a PhD and also open to candidates who have prior work experience within the equity systematic space.
Please send a PDF resume to Sara Hunter at firstname.lastname@example.org
Please mention QuantFinanceJobs.com when applying!