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- Research, develop and participate in all aspects of systematic trading; from data ingestion, hypothesis generation, and back-testing, to strategy's implementation, and its production performance monitoring
- Assist in the implementation of systematic strategies by running parallel optimized simulations, performing execution analytics, and doing periodic code review.
- Review your production performance attribution with the PM, and suggest enhancements to existing trading strategies
- Work closely with the Portfolio Manager, and other team members, to contribute to the team's research direction by recommending new strategies that fit within the group's trading and risk management framework
- 5-12 years of relevant experience.
- End-to-end understanding of the systematic trading process.
- Experience with equities and equities data (alternative data in particular)
- Experience and knowledge of TCA modelling, risk modelling, and portfolio construction is desired
- Experience with cloud-based computing technologies (AWS) and scheduling tools is desired
- Proficient using Python in a production setting.
Quantitative Researcher - Greater London, United Kingdom - Capital Markets Recruitment
Description
Our client, a raplidly expanding systematic hedge fund, hope to hire a Quantitaive Researcher to work alongside a senior Equity Stat-Arb PM.
Responsibilities:
Requirements:
For more information, please apply here or reach out to tom on