Leading systematic fund are looking to add quantitative analysts .
- Research and develop methods to make existing trading signals more efficient, profitable and robust.
- Research and develop new trading signals that complement and diversify production strategies in terms of style, source of alpha and markets traded.
- Research and develop portfolio construction and optimization methods to maximize performance while controlling risk, drawdowns and trading cost.
- Enhance the scalability and flexibility of portfolios to accommodate bespoke investment needs of clients.
- Follow robust research and development procedures to reduce differences between simulated and actual performance.
- Work collaboratively in a research team environment, using common development tools to facilitate robust implementation of research as well as production versions of trading systems.
- Interact with other departments – technology, operations, trading, marketing, and accounting - to ensure current and proposed ideas are implemented, monitored and executed efficiently and accurately.
PhD with relevant coursework in mathematics, statistics, economics and finance.
Exposure to securities and derivatives markets and investment processes.
Strong programming in C++.
Any experience working with futures
Please send a PDF resume to firstname.lastname@example.org