Quant Researcher – High-Profile Systematic Hedge Fund (London)
We are partnering on an exclusive basis with a high-profile systematic hedge fund based in London to hire a talented Quant Researcher.
This is an exciting opportunity to join a leading firm at the forefront of systematic investing. The ideal candidate will have a strong academic background (PhD in a STEM discipline) and a passion for leveraging data science and machine learning to drive innovation in trading strategies.
Key Responsibilities:
Conduct cutting-edge quantitative research using large-scale financial and alternative datasets.
Design, develop, and implement systematic trading models and strategies.
Apply advanced statistical, machine learning, and data science techniques to generate actionable insights.
Collaborate closely with researchers, engineers, and portfolio managers to test and optimize trading ideas.
Present research findings clearly to both technical and non-technical stakeholders.
Ideal Candidate Profile:
PhD in Mathematics, Statistics, Physics, Computer Science, Engineering, or other quantitative field.
Expertise in data science, statistical modelling, and machine learning (including supervised, unsupervised, and reinforcement learning).
Strong proficiency in Python (or similar research-oriented languages).
Highly analytical, collaborative, and motivated to work in a fast-paced, intellectually rigorous environment.
Experience in the financial sector is a plus, but they are equally interested in candidates from non-financial backgrounds who bring exceptional data science and machine learning expertise.
To apply send a copy of your cv to quantresearch@octaviusfinance.com.