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