Quantitative Analyst – Systematic Equities – Hedge Fund – London

Quantitative Analyst – Systematic Equities – Hedge Fund – London – Associate/VP level

 

A leading Hedge fund with AUM over $17 Billion are currently looking to add a quantitative analyst to their quantitative equity portfolio management group.

This is a highly quantitative role centred around discovering, implementing and testing new alphas in order to improve existing models for the Global Equities portfolios.

You will be working as the key contributor to the research and development of a systematic multi-factor market neutral equity trading strategy.

 

Your experience and responsibilities will include:-

 

-      Quantitative analysis of trading strategy

-      Development, optimization and backtesting of proprietary statistical arbitrage and fundamental equity models.

-      Statistical analysis of various fundamental and technical signals for prediction of equity returns (value, momentum, reversion)

-      Extensive involvement with optimization methodology and model infrastructure.

-      Back-testing and running in production of systematic trading strategies

-      Solid understanding of equity and futures markets fundamentals, systematic alpha capture trading models and execution systems.

-      Strong programming skills (MATLAB, SQL, Python).

 

Educational Background requited:-

 

PhD from Ivy League/Red Brick University in a highly quantitative subject.

 

Applicants should be able to demonstrate a strong understanding of practical optimization methods for equity portfolios including signal combination, risk management and trading cost control.

General knowledge of other hedge fund strategies including systematic CTA is a plus.

 

This is an excellent opportunity to join a fund with stable AUM, a solid track record and a market leading quantitative research team led by some of the most talented minds in Quantitative research.

 

There is an excellent salary and bonus package on offer.

Interviews are taking place this week.

 

Application:-

 

Please apply directly with a CV in WORD FORMAT to apply.a33hoiymod@selbyjennings.aptrack.co.uk or visit our website at www.selbyjennings.com

 

Please note:- we do not accept linked in profiles as a form of submission.

 

May 20, 2013 • Tags:  • Posted in: Financial

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