Quantitative Trading Strategist – Equities – Hedge fund
An elite hedge fund who specialise in the proprietary, alpha-driven quantitative trading of Pan European equities is looking to add a quant analyst to their team in London. You will be taking part in the full lifecycle of quantitative trading from idea generation, research and backtesting to optimization and execution. This is an excellent opportunity to join an established team in a relatively senior research position.
Your responsibilities and experience should include:-
- Development of alpha signals to develop a factor-momentum timing models
- Statistical analysis of market impact cost models.
- Backtesting of various algorithmic strategies/ Integration of information-driven alpha signals into high(er)-frequency trading strategies
- Post-trade analysis of high-frequency data
- Quantitative analysis of quantitative portfolio construction process.
In order to apply you should be familiar with various commercial risk models (MSCI Barra, Northfield, Axioma), have solid Statistical analysis experience and be highly quantitative with a PHD or equivalent from a top university in a highly mathematical 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.a33hoiyvis@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.
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