Quantitative Researcher – Equities - London
Our client is a leading proprietary trading firm with a global presence.
You will be working within the Systematic Equities team developing and adopting new strategies using cutting-edge execution technology.
The Role:
Work in tandem with PM’s and other researchers to detect new opportunities within a variety of datasets and/or techniques. You will perform novel alpha research across a variety of asset classes and time scales for different types of trading. Build new tools for producing and aggregating/monetising alpha signals both for cross-sectional and time-series models.
What we're looking for:
PhD or postdoc researchers in Science, Technology, Mathematics or Engineering,
Strong mathematical skills including statistics, probability, signal processing.
Strong programming skills and familiarity with a variety of statistical packages
3+ years in alpha or signal research in the equities, futures, or FX space including both daily and intraday.
Experience creating predictive signals both for cross-sectional and time-series models.
Sizable experience within data exploration, feature engineering, and dimension reduction
Understanding of regression techniques, alongside dealing with errors within this such as auto-correlation and heteroskedasticity.
To apply, please send your CV to quantresearch@octaviusfinance.com