Experienced Quantitative Strategist

WorldQuant · London, England ·

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Overview

In this role you will contribute to building and validating systematic trading strategies across global markets. You’ll work with cross-functional teams to research alphas, develop models, and implement trading ideas within a collaborative, results-driven culture. The position offers exposure to multi-asset strategies and a platform that blends academic rigor with practical execution. You will help shape scalable tools and processes for alpha generation and portfolio management, driving tangible impact.

Pay / Benefits

  • Fully paid medical and dental insurance for employees and dependents
  • Flexible spending account
  • 401k
  • Fully paid parental leave
  • Generous PTO with unlimited sick days
  • Gym membership discounts

Responsibilities

  • Support Portfolio Managers with alpha research, modelling, portfolio construction, optimization, and implementation of quantitative trading strategies
  • Build and maintain tools and systems used throughout the quantitative research and portfolio management processes

Key requirements

  • PhD or Masters degree from a top university in computer science, mathematics, statistics, physics, engineering, or quantitative finance
  • 2-8 years’ experience in quantitative research and/or quantitative development for systematic strategies
  • Proficient in Python and/or C++, with solid data structures and algorithms background
  • Working knowledge of Linux
  • Strong problem-solving abilities
  • Strong moral integrity and work ethic
  • strong problem-solving abilities
  • strong moral integrity and work ethic
  • Python
  • C++
  • data structures and algorithms
  • Linux
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