A global systematic trading firm is looking for a Quantitative Researcher to join their London Team.
- Conduct quantitative finance research, focusing on statistical and predictive models.
- Manage all aspects of the research process, including methodology selection, data collection and analysis, prototyping, backtesting, and performance monitoring.
- Design, backtest, and implement algorithms for optimal portfolio construction.
- Risk Modelling
- Liquidity & transaction cost modelling
- Evaluate new datasets for alpha potential
- Contribute to the consistent improvement of the investment process and the team's research and trading infrastructure.
- MS or PhD in finance, computer science, mathematics, physics, or another quantitative discipline.
- 2+ years experience developing short term alpha signals (intraday) for equities, futures, and/or FX
- Programming experience in languages such as: C++, MATLAB or Python.
- Strong analytical and quantitative skills.
- Proven ability to research large data sets.
M: +353 87 432 5915