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Seeking highly motivated individuals with a strong background in statistics and data analysis to strengthen research efforts in liquid futures and cash equity markets. Responsibilities include quantitative research, alpha signal development, and market behavior analysis in fast trading strategies team at a leading systematic hedge fund.

Develop systematic long-short strategies for single-name credit while conducting research in strategy improvement, signal development, portfolio construction, and execution techniques. Involve statistical and fundamental analysis of credit markets and apply strong coding skills for handling data.

As a Quant Developer at AHL, you will implement trading strategies, build research frameworks, and develop risk analysis tools while collaborating with Quant Researchers. Your role will require work across various technologies in a fast-paced environment, using tools like Python and Java on Linux systems.