Quantitative Researcher

Durlston Partners is working with a number of leading quantitative hedge funds and proprietary trading firms looking to hire Quant Researchers across their systematic equities businesses globally.

We are interested in speaking with researchers working across:

• Equities statistical arbitrage
• Alpha and signal research
• Medium to high-frequency strategies
• Intraday systematic strategies
• Portfolio construction and optimisation
• Alternative data
• Execution and market microstructure
• Machine learning applied to financial markets

We are open to profiles ranging from strong junior researchers through to experienced Quant Researchers and senior individual contributors.

Locations

New York, Chicago, London, Dubai, Hong Kong, Singapore and other global offices depending on the team.

Ideal background:

• Experience conducting quantitative research within a hedge fund, proprietary trading firm or systematic investment team
• Strong Python and quantitative programming skills
• Excellent statistical and mathematical foundations
• Experience researching and deploying systematic trading signals
• Strong academic background in Mathematics, Statistics, Computer Science, Physics, Engineering or a related quantitative field

For exceptional candidates, we are also working with teams that can offer flexibility around location.

If you're considering a move or would simply like to understand which teams could be relevant to your background, please get in touch.