Quant Researcher - Hedge Fund
Skill Farm
Date: 2 weeks ago
City: London
Contract type: Full time
Skill Farm Experts Are Invited to Apply for the Following Role:
Responsibilities:
Conducting in-depth quantitative research into the behaviour of liquid financial markets.
Developing and back-testing novel and innovative alpha signals to predict the movements of markets over time horizons spanning from minutes to days.
Customising and tuning machine learning algorithms to optimise alpha accuracy
Improving trading logic through experimentation and optimisation.
Conducting research to improve our ability to monetise and execute on our alpha signals.
Engaging in peer-review of research from across the team, and AHL more widely, to help drive top-quality research across the firm.
Working with our technologists to help improve our trading platform and infrastructure.
Skills:
A strong academic background, with a degree in a quantitative subject (e.g. Mathematics, Physics, Engineering, Computer Science, Economics, Finance) from a leading university.
Further degrees or postdoctoral roles are beneficial although not a requirement.
Experience of undertaking in-depth quantitative research for trading in either futures or cash equity markets.
Experience in linear and non-linear machine learning algorithms.
Hands-on experience of working with large data sets.
An interest in financial markets modelling and investing.
A deep understanding of statistics and an ability to apply it to real-world problems.
Intermediate skills in at least one programming language (e.g. Python, Java, C, C++).
The ability to communicate complicated ideas in a clear and concise manner.
Responsibilities:
Conducting in-depth quantitative research into the behaviour of liquid financial markets.
Developing and back-testing novel and innovative alpha signals to predict the movements of markets over time horizons spanning from minutes to days.
Customising and tuning machine learning algorithms to optimise alpha accuracy
Improving trading logic through experimentation and optimisation.
Conducting research to improve our ability to monetise and execute on our alpha signals.
Engaging in peer-review of research from across the team, and AHL more widely, to help drive top-quality research across the firm.
Working with our technologists to help improve our trading platform and infrastructure.
Skills:
A strong academic background, with a degree in a quantitative subject (e.g. Mathematics, Physics, Engineering, Computer Science, Economics, Finance) from a leading university.
Further degrees or postdoctoral roles are beneficial although not a requirement.
Experience of undertaking in-depth quantitative research for trading in either futures or cash equity markets.
Experience in linear and non-linear machine learning algorithms.
Hands-on experience of working with large data sets.
An interest in financial markets modelling and investing.
A deep understanding of statistics and an ability to apply it to real-world problems.
Intermediate skills in at least one programming language (e.g. Python, Java, C, C++).
The ability to communicate complicated ideas in a clear and concise manner.
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