Quantitative Researcher - London, United Kingdom - eFinancialCareers
Description
About the role
- Alpha generation, backtesting and implementation
- Designing and developing systematic stat arb trading strategies across global equity markets
- Working on portfolio optimisation and the enhancement of existing trading models
- Developing big data/ machine learning algorithms
About you
- 3+ years experience developing systematic stat arb trading strategies in equity markets
- A strong background in mathematics and statistics, with good knowledge of statistical models and signal generation
- Proficiency in backtesting, simulation
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