The role spans signal generation, portfolio construction, and execution research, working closely with Portfolio Managers across the core book, presenting an outstanding opportunity to accelerate your career within a prestigious, high-performing investment firm.
Requirements:
- 4+ years of Quantitative Research experience.
- Experience working across; Multi Asset Futures or Liquid Futures.
- A relevant academic background, ideally at Master's or PhD level.
- Proficiency in Python.