Quantitative Researcher

Hamlyn Williams is partnered with a leading Asset Manager to help with the expansion of their Quantitative Research team. Based in The Hauge and reporting into the Head of Quantitative Research and Data Analytics you will be working closely with the Portfolio Managers as you develop and test automated quant strategies using sophisticated programming and statistical techniques.

As a Quant Researcher you will need:

• Strong experience in programming in Python, SQL, VBA, MATLAB
• Strong knowledge of probability and statistics (e.g., machine learning, time-series analysis, pattern recognition, NLP)
• Prior experience working in a data-driven Financial Services environment
• Excellent analytical skills, with strong attention to detail
• Strong written and verbal communication skills

If you are interested please contact me directly at l.nash@hamlynwilliams.com

I am a Quantitative Analytics & Risk market specialist working with a large variety of clients across Financial Services. If this role is of interest to you, or if you’d like to explore other opportunities in the market, please feel free to reach out directly. Contact Luke Nash at +442039657291 or at l.nash@hamlynwilliams.com.