Quantitative Researcher – Equities - London, United Kingdom - Octavius Finance

    Octavius Finance
    Octavius Finance London, United Kingdom

    Found in: One Red Cent EUR eFC C2 - 2 weeks ago

    Default job background
    Full time
    Description

    The Role:

    Work in tandem with PM's and other researchers to detect new opportunities within a variety of datasets and/or techniques. You will perform novel alpha research across a variety of asset classes and time scales for different types of trading. Build new tools for producing and aggregating/monetising alpha signals both for cross-sectional and time-series models.

    What we're looking for:

    • PhD or postdoc researchers in Science, Technology, Mathematics or Engineering,
    • Strong mathematical skills including statistics, probability, signal processing.
    • Strong programming skills and familiarity with a variety of statistical packages
    • 3+ years in alpha or signal research in the equities, futures, or FX space including both daily and intraday.
    • Experience creating predictive signals both for cross-sectional and time-series models.
    • Sizable experience within data exploration, feature engineering, and dimension reduction
    • Understanding of regression techniques, alongside dealing with errors within this such as auto-correlation and heteroskedasticity.

    To apply please send your CV to