Quantitative Portfolio Manager - London, United Kingdom - Gravitas Recruitment Group (Global) Ltd

Description

Job Description

ROLE

Dynamically managing portfolio risk by evaluating historical and real-time strategy performance.

Overseeing automated trade execution and monitoring transaction costs.

Designing, researching, and managing sophisticated investment strategies by creating and engineering advance quantitative financial computer modeling systems to aid in analysis and research.

Performing research to acquire historical and production data sources needed to build investment models.

Designing and developing quantitative mathematical algorithms to link the diverse data sets from various providers.

Conducting ongoing, cutting-edge quantitative research and analysis to enhance existing strategies and to expand into new markets.

Developing aspects of successful statistical models, focusing on forecasting and optimization.

Expanding trading universe and volume and expanding to other exchanges and products.

REQUIREMENTS

Advance degree (Masters or Ph.D.) in a computational or analytical field.

Minimum of 8 years' experience developing, researching or implementing quantitative models for equities, futures and/or FX.

Hands on experience with all aspects of the research process, including methodology section, data collection and analysis, testing, prototyping, backtesting, and performance monitoring.

Innovative, intellectually driven, with an intense curiosity about financial markets and human behavior.