Senior quantitative equity researcher, London
My client is looking for a senior quantitative equity researcher to join their team to focus on research on both price and fundamental data. The fund invests in global equities and employs a large variety of strategies to profit from market opportunities.
As a quantitative researcher, you should have a combination of strong statistical and mathematical modelling as well as strong matlab programming skills.
The data sets you will work on could be text, numbers or time series but generally speaking they will be large and complex and thus experience of working on large or complex datasets would be an advantage. The purpose of your research will be to identify repeat patterns, signals and trading strategies out of these data sets and turn these into profitable trading strategies.
Areas of research will include:
- forecasting alphas over different time frames from a few minutes to months. You will then use your data analysis to improve overall model forecasting, to model new strategies, for index arbitrage or indicator research.
- execution algorithm design and implementation
- portfolio construction and optimization
The key emphasis of the role will be to add alpha to the existing models with your research.
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