Job Details
Role: Senior Quantitative Researcher (Systematic Equities) - Multiple Headcount
Location: London (can also be Dubai)
Elite Buy-side Investment Management Firm ($60bn+ AUM)
Non-compete: Can wait up to 2 years
Ideal Candidate will have experience working in for either buy-side or prop trading firms.
Market leading compensation and benefits on offer!
Our client a global investment management firm with an AUM OF $60bn+ are looking to hire in their growing and collaborative team in London to develop new signals and strategies with a focus on equities.
Key Day to Day Responsibilities:
Collaborate closely with the Senior Portfolio Manager to establish alpha research pipelines:
- Assess the predictive potential of data sources and identify opportunities for alpha generation.
- Process datasets to extract pertinent features or alphas.
- Conduct comprehensive statistical analyses to ensure robustness.
Key Experience Required:
- Masters or PhD in quantitative subjects such as Applied Mathematics, Computer Science, Statistics from a top-ranked university
- 4+ years experience working in a systematic environment working as a quantitative researcher with a focus on Mid to High Frequency equities
- Strong Python programming experience (KDV/Q would be a bonus)
- Good knowledge and understanding of Jupyter, Pandasm Numpy, Sklearn
- Demonstrated knowledge and understanding of mathematical modelling, statistical analysis and probability theory.
- Experienced in conducting alpha research
- Demonstrated successful in building uncorrelated alphas and in adding orthogonal value to the portfolios
Market leading compensation and benefits on offer!
Email ...@search-technology.com if you have any questions.