Quantitative Analyst

  • Competitive
  • Cambridge, England, United Kingdom Cambridge England GB
  • Permanent, Full time
  • Cantab – Part of GAM Systematic
  • 22 Jun 18 2018-06-22

Cantab – Part of GAM Systematic, are looking for a Quantitative Analyst, to be based in Cambridge, UK. The role entails interacting with and working alongside other quantitative researchers and programmers, helping to develop and implement algorithms which predict price changes across asset classes as well as constructing portfolios based on quantitative signals.

Cantab, part of GAM Systematic, is a multi-billion dollar investment manager based in Cambridge.  We apply statistical and mathematical methods to identify and harvest sources of return.  Our strategies invest in a variety of global markets including equities, futures, options, foreign exchange, commodities and bonds. The team has access to and develops some of the most sophisticated models and technologies in financial markets.

The business has been growing steadily since its launch in 2006 and now employs 60+ people.

 

Responsibilities:

You will be responsible for:

  • Analysing large data sets on global financial markets and other alternative data;
  • Developing and implementing algorithms which predict price changes in markets;
  • Modelling and understanding transaction costs from strategy execution;
  • Constructing portfolios based on quantitative signals.

 

Requirements:

  • You should have 1-3 years’ experience in modelling and implementing quantitative strategies and you should have a good knowledge of the financial markets.
  • A background in time series analysis, statistics, economics, digital signal processing, reinforced learning algorithms, portfolio theory or applied mathematics will be an important feature of your CV.
  • Programming will be an integral part of your job and you should have experience of at least one of Python, C++, C, C# or Matlab as well as experience of accessing data from databases using SQL.
  • Experience of optimization software such as AMPL, IMSL, MOSEK or NAG is a plus.
  • You will need to be super-smart, numerate, computer literate, hardworking and self-starting.

 

Salary and Benefits

Salary is competitive.  Talented and successful employees will be eligible for a discretionary bonus.  We offer a range of benefits including 25 days holiday per annum, non-contributable pension, private medical cover, life assurance, income protection, season ticket loan, childcare voucher scheme and a bike loan scheme.

 

Closing Date:

Tuesday 24th July 2018