- PhD or Master's degree in subject with quantitative content (Mathematics, Statistics, Engineering)
- Experience developing Generalized Linear Models (Linear regression, ANOVA, ANCOVA, Logistic regression and other relevant models such as experimental design) and Mixed Effects Models
- Strong knowledge of statistical modelling techniques
- Knowledge of quantitative analytics, testing models, technical documentation
- 2 years experience working at a sell side firm
- Strong coding skills in python.
- Perform financial, liquidity, cost and performance modelling
- Conduct in depth quant research around market microstructure
- Optimise the team's algo execution and trading efficiency
- Talking to clients and external partners on a regular basis
Quantitative Researcher - London, United Kingdom - Bowden Brown
Description
Job Description
Quant Researcher - Algo Optimisation - London
A well-established investment bank are actively looking for a quant researcher, with experience in equities, to join their team.
Based in London, the company has been around for a long time and are more well known for their high touch offering - however over the last 5 years they have a built out a highly successful algo execution platform.
You'll be working closely with data scientists and traders, tasked with assessing and improving trade efficiency and ensuring best execution. You'll have full autonomy over the research you conduct and have considerable influence over the direction of the teams work. It's a highly influential seat with your findings being presented to clients on a daily basis, with a large element of the role involving interfacing with external partners.
Proficiency in python and experience using cloud data applications is a must for this position, with the right candidate being offered a competitive compensation package.
Additionally the right candidate will have a minimum of 2 years worth of experience working on the sell side.
Requirements:
Responsibilities: