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Quantitative Researcher

Anson Mccade
Southampton
2 days ago
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Quantitative Researcher
£150,000 GBP

  • £100,000
    Onsite WORKING
    Location: Central London, Greater London - United Kingdom Type: Permanent

    My client is a global investment management firm that utilizes a diversified portfolio of systematic and quantitative
    strategies across financial markets that seeks to achieve high quality, uncorrelated returns for their clients. They have
    deep expertise in trading, technology and operations and attribute their success to rigorous scientific research. As a
    technology and data-driven firm, they design and build their own cutting-edge systems, from high performance trading
    platforms to large scale data analysis and compute farms. With offices around the globe, they emphasize true, global
    collaboration by aligning their investment, technology, and operations teams functionally around the world. Building on
    their quantitative research platform and process-driven approach, they also run discretionary strategies to augment their
    systematic approach and monetize opportunities which may not be suitable to be traded in a systematic strategy.

    Role/Responsibilities: Perform rigorous and innovative research to discover systematic anomalies in equity markets
    End-to-end development: alpha idea generation, data processing, strategy backtesting, optimization, and production implementation
    Identify and evaluate new datasets for stock return predictions
    Maintain and improve the portfolio trading in the production environment
    Requirements: MS or PhD in physics, engineering, statistics, applied math, quantitative finance, or other quantitative fields with a strong foundation in statistics
    Demonstrated proficiency in Python
    Strong command of foundations of applied statistics, linear algebra, and time series models
    Ability to quickly and efficiently scrub, format, and manipulate large, raw data sources
    Knowledge of financial markets
    Highly motivated, willing to take ownership of his/her work
    Collaborative mindset with strong independent research ability
    Commitment to the highest ethical standards
    Reference: AMC/AHU/NW/QR010

    #alhu
    TPBN1_UKTJ

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