A London based Equity manager is currently looking to add an experienced quant analyst to their team. You will contribute to the full scope of equity portfolio construction: research quant signals, combine them with fundamental PM position signals, integrate signals with risk & transaction cost models
In addition to working on the analytics, design and development of Data-driven/machine learning strategies. The existing team are highly experienced and have solid reputations in the hedge fund community.
Your responsibilities will include:
• Create signals by using market data
• Research methods of combining signals of varying strength and turnover
• Customise quantitative programs: alpha signals, systematic hedging, positioning, etc
• Construct and manage various strategies that use analyst stock rankings and EPS estimates
• Developing the quant IP – models, automation, R&D and infrastructure
• Build and automate daily portfolio optimization and quality control checks using R and SQL.
• Improved portfolio’s risk metrics
• Create automated reports that monitor market impact and exposures/tail risk to various factors
Some experience/understanding of the fundamental investment process would be highly valuable in this position as you will be conducting Quantmental alpha generating research in collaboration with fundamental PMs to develop quantitative signals and strategies.
In order to apply please send your CV in WORD FORMAT to firstname.lastname@example.org or call 02080044001
Interviews have already begun to take place.