Quantitative Portfolio Manager – Equities – Statistical Arbitrage

  • Industry leading
  • London, England, United Kingdom London England GB
  • Permanent, Full time
  • Non-disclosed
  • 21 May 18 2018-05-21

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.

Requirements

  • 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