Responsibilities:
*Managing all aspects of the research process, including methodology selection, data collection and analysis, prototyping, backtesting, and performance monitoring
*Improvement of existing strategies
*Has experience on her/ his own research trading strategies and signals that can be deployed
*Portfolio optimization
*Time series modeling/ simulation or quantitative research experience
*Experience of working with large & complex data sets
*Evaluating new datasets for alpha potential
*Contributing to the continuous improvement of the investment process and the team’s research and trading infrastructure
*Creating new alpha signal/ alpha generation (has a track record)
Requirements:
*MS or PhD in finance, computer science, mathematics, physics, or other quantitative disciplines
*Researching Index volatility/RV strategies
*Strong programming skills with a high level of proficiency in Python
*Develop trading hypotheses;
*Equities
*Intraday experience
*Experience researching intraday futures strategies
*Strong analytical and quantitative skills
*Willing to take ownership of his/her work, working both independently and within a small team
Location: London
Salary: £ Competitive + Bonus
REFER A FRIEND
If you’re interested in this opportunity, please forward you’re CV. Alternatively, if you would like to know more information or have a confidential discussion please contact Shanaz Rob- call on +44 (0) or email