Buyside financial engineer
Team responsibilities:
The team you will integrate sits between operations and quantitative research and is responsible for quantitative implementation. The team has a broad mandate and is responsible for:
- Testing and implementing new signals and strategies developed by the quantitative research team
- The day to day implementation of the quantitative trading strategies
- The internal asset allocation process
Job description:
This is a financial engineering role focused on supporting the quantitative research team. The role involves a lot of problem solving and programming. Your responsibilities will include:
- Test new quantitative trading strategies to insure that they work as intended and put them into production
- Rebuild/monitor existing models relating to portfolio construction, predictive signals, portfolio optimization, trading strategies.
- Maintain and improve software relating to asset allocation on a global geographic and sector-specific level for quant and non-quant trading strategies
- Write and debug software as required by business needs
- Insure data is collected, stored and retrieved efficiently
Candidate profile:
- 2-6 years of professional experience
- Knowledge of/experience with equity asset class
- Advanced matlab skills a top priority. Also good knowledge of programming in SQL, VBA and excel.
- 2.1 or higher from top University (must have technical academics i.e. maths, physics, engineering or economics major, computer science minor a plus)
- Knowledge of alpha generation, portfolio construction, quadratic optimization, risk modelling and regression techniques
- Good verbal communication, ability to work as part of a team and ability to work well with external team members
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