Great opportunity for an experienced equity stat arb quant researcher to join a very well known multi strategy fund here in London (or NY).
Systematic Equity Quantitative Researcher
This is an exciting opportunity for a relatively experienced Quantitative Researcher to be part of a small, collaborative team based in London, with a focus on systematic equity strategies.
- Working alongside the PM on developing trading strategies, with a primary focus on: idea generation, data gathering and research/analysis, model implementation and backtesting for systematic equity strategies
- Combine sound financial insights and statistical learning techniques to explore, analyze, and harness a large variety of datasets in order to build strong predictive models which will be deployed to the investment process
- Collaborate with the PM in a transparent environment, engaging with the whole investment process
- Minimum of 4 years of experience as a quantitative analyst in systematic equities
- Demonstrated ability to conduct independent research using large data sets
- Candidates with quantitative development experience will be considered as well, provided they also have relevant research experience
- Strong research and programming skills. Working knowledge of Matlab and SQL are necessary.
- Masters or PhD degree in a quantitative subject such as Computer Science, Applied Mathematics, Statistics, or related field
- Strong economic intuition and critical thinking
- Product experience in single name cash equities or index vol
- Prior exposure to medium-frequency or daily/intraday trading strategies in North America, Europe or Asia would be highly relevant