Quantitative Portfolio Manager – Equities – Statistical Arbitrage
- Industry leading
- London, England, United Kingdom
- Permanent, Full time
- 15 Jan 18 2018-01-15
We are looking to hire a senior and experienced Portfolio Manager to join our Stat Arb Research/Trading team in London. Our firm is home to exceptionally talented researchers and developers. We work in a collaborative environment where innovative research ideas can flourish.
This is a key role. We are looking for experienced and successful Stat Arb PM who is keen to lead a exceptionally smart team and help diversify and expand trading capacities.
- Expert knowledge of systematic trading strategies, with expertise in equities/statistical arbitrage.
- Strong knowledge of Probability and Statistics (Machine Learning, Pattern Recognition etc.)
- Extensive programming experience in C++, q and/or Python.
- Firm understanding of equities and/or futures markets micro structures.
- Experience cleaning , analysing, manipulating and maintain large datasets
- Strong interpersonal and communication skills and the ability to communicate complex ideas in a clear and concise manner
Compensation: Industry leading