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
• Portfolio construction and optimisation
• 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.