One of the highest performing quant equity research teams globally is currently looking to add an experienced researcher to their team.
You should have 4+ years of experience in equities: Systematic Trading Strategies, Portfolio Optimisation and Quantitative Research working on multi-factor stock selection models, portfolio optimization & simulations. You will be working within a well established team who is constantly working to improve their infrastructure and data analysis in order to develop innovative research ideas.
Applicants should have:
- Solid experience researching Quantitative Equity strategies and equity trading signals for mid to low frequency.
- Excellent knowledge of Portfolio optimization and construction; alpha generation, systematic investment strategies and Quantitative stock picking
- Knowledge of machine learning and statistical modelling and its application to stock selection
- Equity Modelling experience: value-at-risk (VAR) models, transaction cost models, portfolio risk models, stock selection models and portfolio optimization strategies
- Expertise in a range of areas of statistical research, such as data analysis, Markov Chain and Monte Carlo, time-series modelling and machine learning.
- Solid statistical programming experience using Python/R/Matlab/SQL
- PHD or MSC in a quantitative subject from a leading school.
Buy or sell side experience welcome.
The team are not only well-regarded but also have strong performance across their Global business and are currently expanding within systematic strategies.
In order to apply please send your CV in WORD FORMAT to firstname.lastname@example.org or call 02080044029
Interviews have already begun to take place.