Our client - a $24bn multi-strategy hedge fund - is seeking to hire a talented Quantitative Researcher to join a highly successful PM in Geneva.
What you'll be doing
- Working closely with the PM to research and implement trading ideas.
- Backtesting strategies in a framework developed in Python.
- Analysing large data sets using advanced statistical methods.
What we're looking for:
- Experience in backtesting in Python (essential)
- Significant experience working in Python scientific computing packages (numpy, pandas, scipy, matploltib, scikitlearn, etc.)
- Knowledge of reference data, pricing data, across multiple asset types (credit, rates, FX, derivatives, equities)
- Knowledge and experience building execution algorithms
- MS/PhD in Computer Science, Financial Engineering or related discipline
- Fluent in French (essential)
To discuss this opportunity in full, please get in touch or send your resume to:
Jamie Prior - email@example.com
We look forward to hearing from you!