Quantitative Researcher - Market Neutral - Hedge Fund

We are currently working with a prestigious market-neutral hedge fund, who is seeking a Quantitative Researcher to join our team. In this role, you will be responsible for developing and implementing sophisticated trading strategies that generate alpha in a market-neutral context. You will work closely with our portfolio managers and traders to identify and exploit market inefficiencies using cutting-edge statistical and machine learning techniques.
As a member of our team, you will have the opportunity to:

• Work on challenging and intellectually stimulating projects.
• Develop different Quantitative Strategies, using cutting edge technology.
• Collaborate with experienced professionals in a supportive and dynamic environment
• Develop and enhance your skills in quantitative finance and trading

The ideal candidate will have:

• A PhD or Masters in a quantitative field (mathematics, statistics, physics, engineering, computer science, etc.)
• 3-5 years of experience in quantitative research within the financial industry
• Strong programming skills in Python or R
• Experience with machine learning techniques, statistical modelling, and data analysis
• Knowledge of financial markets and instruments (equities, futures, options, etc.)
• Excellent communication skills and ability to work in a team environment

If you are a highly motivated individual with a passion for quantitative finance and a desire to work with a leading market-neutral hedge fund, please apply today to quantresearch@octaviusfinance.com