G-Research is seeking an experienced quantitative researcher to tackle complex financial questions using advanced computational and machine learning techniques. The role involves self-directed research in predicting global financial market movements, with an emphasis on innovative solutions and cutting-edge scientific methodologies.
The primary responsibility involves conducting sophisticated quantitative research using advanced statistical techniques and machine learning algorithms to predict movements in global financial markets. Researchers will leverage massive computational resources to develop innovative predictive models and solutions that outperform traditional methodological approaches.
Ideal candidates must possess a strong academic background with a Masters or PhD in a highly quantitative field such as mathematics, statistics, computer science, physics, or engineering. They should have extensive experience in research environments, demonstrating a proven track record of impactful research in academia or industry. Strong programming skills and the ability to work independently in a self-directed research setting are crucial.
The role offers a highly competitive compensation package including an annual discretionary bonus, comprehensive benefits such as 35 days of annual leave, 9% pension contributions, healthcare, life assurance, and a cycle-to-work scheme. The work environment is characterized by an informal dress code, excellent work-life balance, and opportunities to collaborate with world-class researchers in a stimulating intellectual environment.
