Description

A leading, multi-manager hedge fund with +$15Bn AuM is growing team in Zug. This is an opportunity to work under a Portfolio Manager with extensive experience running systematic cash equity strategies. They are looking for a Quantitative Researcher with strong technical skills, demonstrated expertise with alpha research, and a commitment to learning.

The ideal hire would have experience applying machine learning and/or statistical learning techniques to develop models to enhance the trading process.

The fund prides itself on its high-quality data, robust infrastructure, and a collaborative culture. This would be an opportunity to learn from a diverse team, with extensive sell and buy-side experience.

Responsibilities

• Developing alpha strategies from global cash equities.
• Leveraging machine learning tools to identify alpha signals from traditional, fundamental, and alternative datasets.
• Collaborating with the PM, supporting with idea generation, data analysis, and backtesting.
• Contributing to the research and trading pipeline, including Risk and Factor Modelling.

Requirements

• Advanced degree in a quantitative field such as Mathematics, Physics, Statistics, or Engineering.
• 1-3 years of experience working in a hedge fund or an investment bank OR a quantitative PhD.
• Experience with machine learning models and/or statistical learning models (e.g. LLMs, neural networks, Deep Learning models, etc.).
• Experience with equities desired but not required.
• Capacity to excel in a fast-paced environment.
• Strong coding skills in at least one of the following programming languages: Python, R, MATLAB, and /or C++, C#.

If interested, please apply via the link. Due to the high volume of applications, additional time may be needed for suitable applicants to receive a response.