Graduate Quantitative Researcher – Hedge fund – Oxford
Graduate Quantitative Researcher is required for exciting and innovative Hedge Fund based in Oxford. The successful Quantitative Researcher will be joining a group of top class researchers building quantitative models of financial markets, working from the initial idea-generation stage through to implementation and execution. Your research will involve large and complex data sets, using different programming languages and the in-house development library infrastructure. You will work in a collaborative, open and friendly team and receive excellent compensation and benefits.
- Degree in a relevant field such as Mathematics, Engineering and Physics or demonstrable experience.
- Numerical and time series analysis
- Signal processing statistics
- Volatility / GARCH modelling
- Machine learning
The hedge fund is a technology driven company of smart people who like to solve tough problems using a modern software stack. They are passionate about writing good code, collaborative and eager to keep up with developments in their fields. Their small team provides plenty of scope to learn new skills and presents a variety of challenges to keep work interesting. They are based in the centre of Oxford and have an informal work environment with plenty of opportunity for professional development and team-building social activities.