Quantitative Researcher - #2120535

£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