This is an opportunity for a PhD graduate, who has studied a quantitative subject, to join the trading strategy research team within leading European Hedge Fund. The successful candidate will benefit from a collegiate environment, learning from and working with some of the most successful candidates in this space.

My client was one of the first hedge funds to be setup in London. Privately backed, they have not suffered from redemptions like many of their competitors and indeed have continued to flourish through the market dislocation over the last couple of years. Their quantitative research group is responsible for researching, computising and running the algorithmic trading strategies and continued success has seen the requirement for a new hire within the group.

Working within this group, you will be exposed to trading across different asset classes at multiple frequencies, from high to low. An open and collective approach means you will be exposed to the strategies already in production, as well as contributing to the development of new ideas. This differs greatly from the norm and sees employees careers progress more efficiently than at rival firms.

Requirements

Suitable candidates will have a PhD in a quantitative discipline (such as maths, computer science, physics etc) from a leading university. Strong problem solving skills, particularly in statistical and probability fields is required. Furthermore, the successful candidate will have experience in computer programming (C++, C#, Matlab etc.). A demonstrable interest in the financial markets is required.

If you would be interested in discussing this role in more details, please either send an email in response to this advert (w.murday@njfsearch.com) or call Will on +44 207 604 4444.