Lead Consultant, Investment Management
Our client, an early stage London based Quant fund backed by a large algorithmic trading firm are looking to hire a Quant Researcher to join their newly formed collaborative research team.
As a quantitative researcher you would be responsible for researching and implementing alpha generating ideas, risk and trading models.
This is a hands-on role responsible for creating and optimising new quantitative systematic portfolio models. You will also be tasked with creating a research agenda and back testing/researching ideas across all elements of the investment process.
Core responsibilities will include:
- Develop trading hypotheses;
- Write simulation / back-testing code;
- Formulate creative and concrete solutions; and
- Communicate ideas back to the team
Core Skill and Experience required:
- At least 2-3 years of experience in algorithmic sports betting
- PhD or Masters degree in a quantitative discipline
- Strong coding expertise in either Matlab, Python, R, Java or C++
- Solid statistical knowledge and familiarity with packages such as R or Matlab
- Time series modelling / simulation or quantitative research experience
- Experience of working with large & complex data sets
- A solid foundation in optimisation, probability, statistics and/or machine learning.
For more information, please contact our consultant Tom O'Cuinneagain on firstname.lastname@example.org