Performance Researcher - London, United Kingdom - Capital Markets Recruitment

Description

Our client, a raplidly expanding systematic hedge fund, hope to hire a Senior Quant Researcher to work alongside a senior Equity Stat-Arb PM.

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
Troubleshoot and resolve any system-wide issues in the group's research or trading environment
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
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.