• Permanent, Full time
  • Anson McCade
  • 2018-09-18
  • London, England, United Kingdom
  • Market leading Salary + performance related payout
  • Full time

Systematic Quant Researcher

My client is a leading quant investment firm with offices globally. They deploy systematic trading strategies across asset class; including equities, futures, and foreign exchange. Researchers are responsible for conducting quantitative research using statistical and predictive modelling techniques. Successful researchers manage all aspects of the research process and work on the full lifecycles of strategy development, including analysis, testing, prototyping, back-testing, and performance monitoring.

Systematic Quant Researcher

 

My client is a leading quant investment firm with offices globally.  They deploy systematic trading strategies across asset class; including equities, futures, and foreign exchange.  Researchers are responsible for conducting quantitative research using statistical and predictive modelling techniques. Successful researchers manage all aspects of the research process and work on the full lifecycles of strategy development, including analysis, testing, prototyping, back-testing, and performance monitoring.

 

The ideal candidate will join from a similar background in another fund of quant trading group within a bank.  This is the opportunity to join a small team and work alongside highly profitable Portfolio Managers and with some of the brightest minds in the industry.  Team members combine strong technical skills and a passion for problem solving with an intense curiosity about financial markets and human behaviour.

 

Role:

 

  • Research and implement various trading strategies
  • Identify new trading opportunities by using statistical methods and analysing large data sets
  • Ensure that all data and related processes are prepared and check over strategies that have been implemented as well as tracking their behaviour
  • Work closely with other researchers to develop and continuously improve upon mathematical models, and help translate algorithms into code

 

Ideal Candidate

 

  • Experience of researching, or implementing quantitative models for equities, futures, and/or FX,
  • Masters or PhD in Maths, Stats, Physics, Computer Science, or other quantitative discipline
  • Strong analytical and quantitative skills
  • Demonstrated ability to conduct independent research utilizing large data sets
  • Programming in any of the following: C++, Java, C#, MATLAB, R, Python, or Perl
  • Detail-oriented

 

London, England, United Kingdom London England GB