Quant Researcher with C++ - Leading Hedge Fund

Quant driven hedge fund with over $4billion AUM seeks a talented junior Systematic Quant Researcher for a position within their London business. The firm runs an extremely successful quantitative trading platform, running primarily mid-term to high frequency strategies. The fund also look at some ultra high strategies though this is not their focus. They operate across Equities, FX and Futures. Joining the systematic trading group as a Quant Researcher, you will play a critical role in researching, designing, implementing, back testing and executing automated strategies. You will be responsible for strategies running live in the market, whilst continually fine-tuning existing strategies and learning from senior team members. The firm has a strong research orientated culture with frequent cross-pollination of ideas. You will work very closely with the senior management on large data analysis and given the nature of the role, C++ is a strong prerequisite. Ideally you will possess a PhD in Statistics, Econometrics, Machine Learning or Engineering from one of the worlds best universities, although exceptional MSc level candidates will be considered. Experience with tick data within any industry will be beneficial. Programming experience with vector-based or object-orientated languages is required - in this instance C++ is a necessity. Eligibility to work in the UK is not a prerequisite. This house offers an outstanding first year financial package, platform for development, and long-term career prospects. There is currently headcount for one candidate Contact: Felix Bateman f.bateman [at] huxley [dot] com

To find out more about Huxley Associates, please visit www.huxley.com [1].

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[1] http://www.huxley.com