Quantitative Researcher/Developer (R) – Equity Hedge fund Quantitative Researcher/Developer (R) – Equity  …

Octavius Finance
in London, England, United Kingdom
Permanent, Full time
Last application, 27 May 20
Competitive
Octavius Finance
in London, England, United Kingdom
Permanent, Full time
Last application, 27 May 20
Competitive
An equity hedge fund based in London is looking to add a quant researcher/developer to their team. You will be working with the portfolio managers within an existing quant team and have responsibility for both coding/infrastructure development and Portfolio Construction/Back-testing using R as a primary language for the purposes of trading and alpha generation.

onsibilities will include:

  • Design and Develop strategies and portfolio management tools using R
  • Working on research projects on equity markets
  • Performance and Risk Analytics, building a multi-factor alpha model to decompose a fund’s performance into factor, factor-timing and idiosyncratic components
  • Constructing portfolios based on factor scoring models
  • Integrating Axioma risk Model and Risk attribution analysis.
  • Produce volatility and market risk analysis in R
  • Design and integration with existing C# frontend platform
  • Developing and maintaining various Global and Regional risk models for Equity portfolios
  • Constructing and back-testing strategies and analysing strategy backtest results
  • Data Mining and Deep Learning analysis of Trades, Positions and Price data

As a Desk Quant you will be responsible for both development and Quantitative Research of Quantitative equity strategies.

The ideal candidate will have some experience partnering with Portfolio Managers to build better portfolios and manage portfolio risks and be familiar with portfolio construction/Optimization and Factors Risk Models.  trading and alpha generation.

 

This is an immediate hire and interviews are taking place via Zoom.

In order to apply please send your CV in WORD FORMAT to quantresearch@octaviusfinance.com or call UK: +44 (0) 208 004 4001.

 

 

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