Events/Index Quant Researchers - Selby Jennings - #2104394
eFinancialCareers
Date: 17 hours ago
City: London
Contract type: Full time
Work schedule: Full day
Events / Index Quantitative Researcher
Job Summary
Join a leading systematic investment firm as an Events / Index Quantitative Researcher, focused on developing alpha signals from corporate actions, index rebalances, earnings events, and othermarketcatalysts.Youwillconductresearchacrossglobalmarkets,analyselargeandalternativedatasets,buildpredictivemodels,andcollaboratecloselywithportfoliomanagers,quantitativeresearchers,andengineerstoimplementscalableinvestmentstrategies.
Key Responsibilities
- Conductresearchintoevent-drivenandindex-relatedtradingopportunitiesacrossequitiesandrelatedassetclasses.
- Developsystematicalphasignalsbasedoncorporateactions,earningsannouncements,dividends,mergersandacquisitions,indexadditionsanddeletions,rebalances,andothermarketevents.
- Analysethebehaviourofsecuritiesbefore,during,andafterspecificeventstoidentifypersistentsourcesofreturn.
- Design,test,andevaluatequantitativemodelsusinglarge-scalehistoricaldatasets.
- Buildrobustresearchframeworkstoassesssignalefficacy,capacity,transactioncosts,andriskcharacteristics.
- Developpredictivemodelsusingstatistical,machinelearning,anddatasciencetechniques.
- Workwithstructuredandunstructureddatasets,includingmarket,fundamental,corporateactions,alternative,andindexconstituentdata.
- Collaboratewithportfoliomanagerstotranslateresearchideasintoproduction-readystrategies.
- Partnerwithquantitativedevelopersandengineerstoimproveresearchinfrastructureandmodeldeployment.
- Monitorstrategyperformanceandcontinuouslyrefinesignalsbasedonnewmarketinformation.
- Conductliteraturereviewsandinvestigateemergingresearchmethodologiesapplicabletoevent-drivenandindexinvesting.
- Presentresearchfindingstoinvestmentteamsandstakeholders.
Required Qualifications
- Advanceddegree(PhDorMSc)inMathematics,Statistics,Physics,ComputerScience,Engineering,Economics,Finance,orarelatedquantitativediscipline.
- Strongunderstandingofprobability,statistics,optimisation,andquantitativemodellingtechniques.
- Experienceresearchingsystematicinvestmentstrategies,quantitativesignals,orpredictivemodels.
- StrongprogrammingskillsinPython.
- Experienceworkingwithlargedatasetsandconductingrigorousempiricalanalysis.
- Knowledgeoffinancialmarketsandinvestmentprocesses.
- Abilitytoindependentlyformulateresearchhypothesesandvalidatethemthroughdata-drivenexperimentation.
- Strongproblem-solvingandanalyticalskills.
- Excellentcommunicationskillsandabilitytoexplaincomplexquantitativeconcepts.
Preferred Qualifications
How to apply
To apply for this job you need to authorize on our website. If you don't have an account yet, please register.
Post a resumeSimilar jobs
Executive Recruiter (VP)
Adecco,
16 hours ago
Job Title: Executive Recruiter (VP Level) Location: London (Hybrid) Duration: 6 months (Likely extension) Working Pattern: Full Time Industry: Financial Services Overview: Our client is evolving their Executive Hiring proposition, creating a unique opportunity for an experienced and highly credible...
Accounts and Audit Semi-Senior
Pro-Finance,
£30,000
-
£45,000
/ year
17 hours ago
Accounts & Audit Semi-Senior £30,000-£45,000 + bonus + benefits Central London | Hybrid working I'm working with a highly personable Top 100 accountancy firm that is looking to appoint an Accounts & Audit Semi-Senior into its Central London office. This...
Senior DevOps Engineer
Chambers and Partners,
17 hours ago
Overview Join Chambers and Partners as a Senior DevOps Engineer and play a pivotal role in shaping the future of our technology platforms. We're looking for a high-calibre engineer with deep Infrastructure as Code (IaC) expertise to architect, scale and...
