Our client is leading a quantitative hedge fund which engages in systematic, process-driven proprietary trading. The firm builds automated trading strategies aimed at capturing market inefficiencies across various markets and asset classes from a few milliseconds to longer term both pure arbitrage or statistical in nature. The team has an extensive history of successfully running quantitative trading strategies for more than a decade and spun out as a hedge fund.

They operate at the intersection of trading, quantitative modelling, and technology and roles are therefore highly interdisciplinary. They trade on state-of-the-art infrastructure to handle their large trading volumes with offices globally.

They are currently looking for Junior Quantitative Researchers to help expand their team in London. The ideal candidate has a strong quantitative background (degrees in Mathematics, Statistics, Financial Engineering, Computer Science and Physics) from a top university and some experience in a Quant Finance environment, whether through internships or a full time role.