Equity Quantitative Researcher - London based Our client is an alternative investment manager that specialises in quantitative investing. They are currently building out a quantitative equity product and offering an exciting opportunity for a quantitative researcher to join the equity team.
Equity Quantitative Researcher
London based
Our client is an alternative investment manager that specialises in quantitative investing. They are currently building out a quantitative equity product and offering an exciting opportunity for a quantitative researcher to join the equity team.
You should enjoy working in a collaborative environment and willing to contribute in all parts of the investment process including signal and risk modelling, portfolio construction and execution.
Requirements:
You should have experience with Statistical Arbitrage experience from a reputable firm, and have a PhD in Maths/Sciences and have experience in the following areas:
- Equity Data: hands-on experience in working with a variety of equity datasets including intraday market data, fundamental data, analyst and alternative datasets. Knowledge of tick level data/microstructure is a plus.
- Signal Construction: familiar with signal construction methodologies (e.g. statistical regression, ML, Bayesian modelling), and have practical experience of testing and building signals at a variety of investment horizons (with a focus on mid-term). Understanding of signal mixing methodologies is a plus.
- Portfolio Construction: knowledge of optimisation techniques and familiarity with actual applications of the methods in portfolio construction. Knowledge of cost model construction is a plus.
- Coding skills: Strong python coding skills, C++/Java is a plus.
