Verition Fund Management LLC (“Verition”) is a multi-strategy, multi-manager hedge fund founded in 2008. Verition focuses on global investment strategies including Global Credit, Global Convertible, Volatility & Capital Structure Arbitrage, Event-Driven Investing, Equity Long/Short & Capital Markets Trading, and Global Quantitative Trading.
We are seeking a Quantitative Researcher to join a systematic Equities team in London. The team’s approach is unique, working at the intersection of the systematic and fundamental investment processes, with a strong track record of alpha-generation. This is a front-office role, you will be involved in the whole investment process with a direct contribution into the team’s bottom line. You will be given the opportunity to steer the role in your preferred direction, as you focus more on the alpha-generation angle or on the infrastructure angle over time.
Responsibilities
- Help management and scaling-up of a quantamental, mid-frequency, equities portfolio
- Day-to-day oversight fo theproduction processes
- Research and develoment of new signals: including idea generation, data ingestion, research and trading
- Build-out of the systematic trading infrastructure
Required Qualifications
- 1-3 years as a Quantitative Researcher, Quantitative Developer, Data Analyst or Data Scientist
- Experience with equities and equities data (alternative data, market data, fundamental data)
- BSc / MSc / PhD in technical discipline from a top university
- Experience using Python in a production setting (expertise in Pandas, Numpy, Airflow…
Preferred Qualifications
- Exposure to the systematic trading process
- Experience with cloud infrastructure (AWS preferred) with working knowledge of multiple AWS services (S3, EC2, EKS, SQS, Redshift, IAM, ...)
- Experience working in a Linux environment
- DevOps tools: Airflow, Git, Jenkins, Docker, Kubernetes
- Big Data tools: e.g. Databricks, Snowflake, Redshift
- Exposure to the fundamental investment process (e.g. Data Analyst working alongside fundamental PMs)
- Experience with web-scraping
- Experience with execution, TCA and commercial risk-models
- Open to candidates from the buy-side (HF and asset managers), sell-side (Equity research) and alternative data vendors