Cross Asset Quantitative (Alpha) Research / PM, London
- Market Leading
- London, England, United Kingdom
- Permanent, Full time
- 20 Sep 17
We are working with a leading buy side firm who are building out a quant investment business. The group focuses in on medium frequency (days to weeks) strategies and are cross asset and uses a wide range of instruments.
This role will focus, but not limited to, creating new alpha strategies, the nature of the build means they are interested in a range of profiles / strategies. From an investment philosophy perspective, there is a strong emphasis placed on both economic expertise alongside quantitative skills and statistical expertise. The strategies themselves tend to be very sophisticated with substantial alpha components.
The team are collaborative in nature and you will have exposure to working with some of the very best talent in the market. The successful candidate will have excellent technical skills evidenced by advanced (Masters/PhD) academics at a top tier university in a highly numerate subject. There is immediate opportunity to take on genuine ownership and responsibility for the development of new strategies and new approaches and methodologies.
The sheer scope of the team leads to both immediate responsibility and very interesting career progression.
- Creating new quantitative investment strategies and managing live strategies.
- Quantitative Research; e.g. Stock selection, cross-asset quantitative strategies, portfolio construction/optimization and alpha modeling strategy and development
- Excellent academic background – a Masters / PhD in a highly quantitative subject at a top tier university
- 3-7 years’ experience in creating quantitative investment strategies either on the buy or sell side
- Proven track record in developing innovative and successful alpha signals
- Being able to communicate effectively to internal and external clients
- Excellent portfolio construction skills
- Expert user in Matlab, R or Python