Machine learning/NLP Quant researcher – VP - London
- London, England, United Kingdom London England GB
- Permanent, Full time
- Octavius Finance
- 14 Aug 18 2018-08-14
A leading quantitative research team is looking to add to their team in London. The team is responsible for the research and design of quantitative investment strategies, which include but are not limited to, alpha generation through stock selection, portfolio construction, and quantitative analysis. Specifically, the team utilizes unstructured (text) datasets, Natural Language Processing (NLP) and machine learning techniques to generate stock-selection and macroeconomic signals. These signals are used in the design of structured products, and long-short investment strategies.
- Employ state-of-the-art machine learning techniques to design alpha signals (including equity long-short market neutral strategies and tactical asset allocation models).
- Work collaboratively with a team of data scientists to provide data-driven solutions and production-level investment products.
- Process large and unstructured datasets using statistical techniques
- Develop and backtest predictive models (in Python).
- Generate ideas for research projects, mentor junior researchers, and to communicate ideas succinctly and in a non-technical way.
In order to apply you should have:
- A strong background in statistical learning techniques applied to financial markets with the ability to conduct research independently in a scientific and empirically-driven manner.
- Expertise in at least one of the following areas: classical machine learning, Bayesian modelling, deep learning, and/or information retrieval/recommendation systems.
- Familiarity with structured datasets including Factset, Datastream, Bloomberg.
- Experience with risk models and portfolio optimization tools (e.g. Barra and Azxioma) is highly desirable.
- Formal training in the field of machine learning/Data Science.
The ideal candidate will have a PHD in a Computational or Statistical subject (MSC will be considered).
This is a VP level position so candidates should have a minimum of 2-4 years experience post PHD.
This is an excellent opportunity to join one of the most highly regarded and innovative teams in the Market.
The team is not only growing but also investing heavily into this area of data analytics.
In order to apply please send your CV in WORD FORMAT to firstname.lastname@example.org