• GBP100000 - GBP200000 per annum
  • London, England, United Kingdom
  • Permanent, Full time
  • Selby Jennings UK
  • 2019-05-17

Hybrid Quantitative Researcher/Developer at Global Hedge Fund

  • Location: London, England, United Kingdom
  • Salary: GBP100000 - GBP200000 per annum
  • Job Type: Full time

Contribute to quant participation in various parts of the research/portfolio construction/risk/trading lifecycle. Individuals are typically aligned with one of the EQR quant groups based on projects, but move between groups over time (= growth & exposure). Projects range in urgency and scale - every day is different. Contribute to research problems, come up with your own ideas to achieve high-level goals, address issues across the research space.

Day-to-Day Responsibilities:

  • Trading and management of quant research team driven equity portfolios
  • Development of automated hedging & portfolio optimization systems
  • Building simulation environments for back-testing portfolio optimization scenarios
  • Tie together research from different quant research groups to a production quality solution
  • Analysis and validation of research results and input data
  • Research and attribution of portfolio performance and driving factors
  • Conduct research and statistical analyses to evaluate various financial data

Desired Industry Experience:

Exposure to financial data and models, but we're product/asset agnostic

+ Risk Modeling (especially equities)

+ Factor Research

+ Quantitative Portfolio Construction

+ Experience interacting with non-technical/quantitative Equity PMs

* LN Candidates MUST have experience with Equity Risk Modeling & Factor Research

Desired Attributes:

Responsibility: can take clear ownership and accountability

Commercial / business-minded: understands that their work impacts large amounts of capital

Balance:

- Academic, deep thinker with an iterative research mentality, but with a sense of urgency (without sacrificing code quality)

- Able to think about tactical response, as well as longer-term solutions to issues/opportunities - executing on both

- Comfortable with chaos and shifting priorities