Circulus Capital is a hedge fund manager specializing in the development of statistical arbitrage strategies, algorithmically trading across a range of global exchange traded derivative markets.
Circulus Capital prides itself on creative thinking and debate. New ideas are rigorously tested through a defined mathematical process. The combination of creativity and quantitative excellence gives us our edge.
We are looking for a recent graduate (Masters or PhD) who is driven to pursue a career in the quantitative hedge fund industry. This is a front-office role working closely with the Chief Investment Officer and other Quantitative Analysts within the Investment Team in a dynamic and open environment.
Compensation will include a base salary with potentially significant bonus aligned with the businesses success.
The responsibilities of the role are to:
- Research and implement quantitative trading strategies across a range of exchanged traded derivative markets.
- Extend and evolve our content library
We are seeking a candidate with:
- An advanced degree (Masters or PhD) in quantitative disciplines.
- Strong statistical knowledge and provable experience building models in Matlab.
- Experience working with large data sets.
- Strong programming skills.
- A general interest in markets, specifically derivatives.
- Competent English communication skills.
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