Systematic strategies Quant researcher/PM – Hedge Fund London

Job Details

A London based, fully systematic boutique hedge fund is looking to add a Quantitative Research/PM their team.

The fund take a fully scientific approach to investing with a heavy emphasis on Machine learning. The role is an end to end role focussing not only on the research and building of the trading strategy but also the coding and implementation.
The fund is currently running cash equity and macro futures strategies however applicants from an asset class are welcome to apply.

Requirements for applicants
• Extensive experience working with scripting (Python) and/or compiled languages (e.g. C/C++, Java, Scala) in a production environment (Unix/Linux)
• Experience with the Python data science stack (numpy, scipy, pandas, sklearn, tensorflow, etc.)
• Experience with version control systems (Git), collaboration tools (issue trackers, shared repos, etc) and development workflows (CI/CD, automated testing, code reviews)

Essential – In order to apply researchers must be able to write production grade code.

The ideal candidate will have a strong background in quantitative development with hands on Machine Learning experience. Prior experience researching and trading systematic strategies is not a pre requisite.

This is an excellent opportunity to join a fund with locked in capital fully dedicated to systematic strategy development and the development of novel mathematical and computational techniques to support them.
In order to apply please send your CV in WORD FORMAT to quanttrading@octaviusfinance.com or call UK: +44 (0) 208 004 4001