A leading investment bank is looking for an experienced Developer to join their quantitative equities platform to work on data analytics, architecture and visualisation projects.
The team develop and manage short to long term equity and cross-asset quantitative strategies and work on projects including, but not limited to, alpha generation through stock selection, factor modeling, portfolio construction, risk modelling and analysis. Recent projects have included Machine learning research using structured and unstructured data and as a result require an experience developer to helping to integrate bigger data into the investment process and push new technologies into the bank.
Responsibilities include but are not limited to:-
- Working on IT infrastructure of the Systematic Quant Strategies team
- Take control of architecture and new technologies and plan to roll to business
- Streamline integration of ‘Big Data’ into the investment process.
- Extraction of Data sets from Various sources.
- Working with researchers to source new data for models
- Combining data sets from Different sources
- Keeping data updated on a daily basis
- Deliver Data storage solutions
- Re-writing code- R/SAS/Python
Applicants should be aware of quant equity processes and ideally have worked in a quantitative hedge fund or systematic strategies team previously.
Familiarity with fundamental equity data, Factset and TCA is helpful.
The role is available on a permanent or long term contract basis.
In order to apply please send your CV to firstname.lastname@example.org or call 02080044029
Interviews have already begun to take place.