Senior Quantitative Analyst recruitment
Description of Role
Develop quantitative models across various asset classes or in the combination of asset classes to add value to the multi asset product range
o Lead and conduct quantitaive research
o Generate ideas for profitable avenues of research amongst the team
o Identify quantitative metrics and trading strategies which have both a fundamental basis and also can be used to explain historic market performance
o Development and implementation of new quantitative investment strategies (both long only and long-short)
o Communication of technical ideas to colleagues and senior managers
Core Skills
The ideal applicant will possess the following skills and knowledge:
• A proven track record in developing quantitative models is required
• Tenacity and strong focus on delivery of results
• Excellent communication skills and proven management experience.
• Ability to multi-task
• Ability to operate effectively under pressure and to tight deadlines
• Ability to build and maintain strong and effective relationships with the research team as well as other departments
• Attention to detail combined with understanding of the bigger picture
• A detailed and broad knowledge of manipulating financial and economic databases (FactSet or Thomson TQA, Reuters, Bloomberg etc)
• multi-factor backtesting, factor rotation (top down and bottom up models),risk management, portfolio construction and implementation are sought
• Experience developing quantitative models and trading strategies across multi asset disciplines (e.g. equity, fixed income, commodity, volatility) an advantage
• Excellent programming skills with a preference for S+, R or Matlab. A knowledge of Relational Database Programming (SQL etc) is a plus
• Experience in building high frequency systematic strategies is a plus
• A primary degree with a post-graduate qualification in Econometrics, the Physical Sciences, Computer Science, Engineering, Mathematics or Statistics.
To discuss this excellent opportunity and for a confidential converstation - please contact Colin Mc Ghee 00-353-18746770.
cmcghee@paragonexecutive.com