Senior Quantitative Researcher

  • Highly Competitive
  • London, England, United Kingdom
  • Permanent, Full time
  • Non-disclosed
  • 10 Dec 18

We are a global systematic investment firm with over 10 years’ experience of delivering meaningful and measurable results to top-tier investors around the world. We are passionate about model building, data analysis, and the possibilities that they hold for building long term investment systems that evolve as markets change.

As a quantitative researcher you will be responsible for developing and testing automated quant trading strategies using sophisticated statistical techniques for strategies ranging from Equity/Non-Equity Statistical Arbitrage, Systematic Fundamental L/S, and Systematic CTA/Managed Futures and Systematic Fundamental FICC. In this role you will be engaged in an exciting effort to design and implement state-of-the-art quantitative models that drive systematic portfolio construction and asset allocation.

We are looking for individuals who are enthusiastic about taking a hands-on approach and collaborating with top technical talent in a collegial, meritocratic work environment characterised by teamwork and intellectual rigor.


Responsibilities:

  • Statistical research and modelling of financial and non-financial datasets.
  • Develop and continuously improve upon mathematical models and help translate algorithms into code.
  • Evaluate and work with new data sources and analytics packages in developing investment strategies.

Requirements:

  • Ph.D. in Statistics or equivalent experience in Computer Science, Mathematics, IEOR, Finance or a related field.
  • Extensive experience in financial data analysis with a focus on a highly rigorous and technical approach to modelling.
  • Prior experience in a quantitative role within a trading environment or experience in a position applying advanced quantitative techniques in solving highly complex data intensive problems.
  • Proficiency in coding, with experience using statistical packages.