Location: Central London, Greater London - United Kingdom Type: Permanent
My client prides itself on research and collaboration, with an environment where teams of researchers and portfolio managers work very closely with each other. Having initially focused on the cash equities space, their strong performances since inception have allowed them to expand operations. They no longer focus on a specific asset class, operating in markets globally and deploying a wide range of strategies and frequencies. Their main offices are in London, Paris, New York, Hong Kong and Singapore.
The Role
As a Quantitative Researcher key responsibilities will include utilising datasets to identify trends and patterns in the markets. With this information you will be producing signals and designing strategies to backtest. Eventually you will convert these into live systematic trading strategies and then assess their performance. Outside of strategy research, you will be responsible for helping to optimise the portfolio; designing models and tools to provide yourself and the team with performance indicators.
Benefits
Competitive base package
Flat meritocratic structure
A collaborative culture
Excellent scope to progress within the firm
Exposure to working with various types of strategies and asset classes
Requirements
Strong hands on experience using Python. Experience using C++ or Java is a plus but not a strict requirement.
Previous successful candidates had worked at top franchises at leading Investment Banks or Hedge Funds.
Experience in pricing or modelling would be preferable. Experience in alpha research and signal/strategy development would be a plus.
Completed or working towards a Master's Degree in a Quantitative discipline such as; Maths, Computer Science, Statistics, Physics or Electrical Engineering.