clean datasets, discuss research, and optimise systematic trading strategies. Involvement in all aspects of the strategy research/trading pipeline, from research based on large datasets to the development, backtesting and monitoring of strategies in live trading. Requirements: The ideal candidate will have a Master's or PhD in a numerate field of study, such as Mathematics, Physics, Computer Science More ❯
models. Rebuild models in Python or other quantitative libraries to benchmark performance and accuracy. Review model documentation, assumptions, numerical methods, calibration techniques, and risk sensitivities. Conduct quantitative testing including backtesting, stress testing, and scenario analysis. Liaise with model developers and Front Office quants to understand model design and propose improvements where necessary. Contribute to validation reports that meet internal governance More ❯
Our client is a leading and well-established player in the Digital Asset and Cryptocurrency Quantitative/Algorithmic trading industry. The business is going from strength to strength, they are currently going through a period of exponential growth and are More ❯
A leading global multi-strategy hedge fund (north of $20bn AUM) is seeking to bring on a junior quantitative researcher to an established index rebal team. They are specifically looking for candidates with 0-2 years of experience, and ideally More ❯