Data Scientist, Quantamental Equites

Job Description

The firm:

With fully systematic DNA and significant office presences in London and New York, this mid-sized fund is recognized in the market for its scientific and tech-first ethos. Their structure is happily collaborative meaning no glass walls between desks and business lines, and performance has been excellent since foundation in 2014.

They are building a bespoke embedded Data Science group to work closely with a number of systematic and quantamental investment desks. The team head joined 6 months ago from an industry titan with the allure of building something out at an innovative and dynamic shop. Contributors in this group will be dedicated to deriving value and insights from all sorts of Alternative Data. Datasets may span various sectors, and come from all manner of sources.

This is a fresh build team and the chance to be part of something from the ground. They are also aligned to PnL and compensated accordingly.

Required background:

• Degree in a hard science: Maths, Physics, CompSci or Electrical Engineering mainly. This should be from a top institution.
• 3+ years experience of working with raw data and generating interpretable insights.
• Experience in a financial environment - buy-side preferrable but other domain experience feasible.
• Exposure to working with Quant Researchers or Investors previously is the ideal.
• Literacy in Python and general comfort in writing clean code.

Pre-Application:

• Please do not apply if you're looking for a contract or remote work.
• You must be eligible to live and work in the UK, without requiring sponsorship.
• Please ensure you meet the required experience section prior to applying.
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