Quantitative Researcher - Systematic Equities

Quantitative Researcher (Systematic Equities)

London, UK

Responsibilities:

This role will work directly with a Quantitative Portfolio Manager on an investment team. The Quantitative Researcher will work with the team to:

• Conduct quantitative research and analysis relating to equity trading, equity alpha generation, and portfolio construction
• Develop mid-frequency trading strategies and equity trading execution
• Develop broad-based statistical arbitrage alphas and trading strategies

What you’ll bring:

• MS or PhD degree in highly quantitative field, including Mathematics, Statistics, Physics, Computer Science, Financial Engineering, or equivalent.
• 3+ years of professional experience in quantitative research
• Proven alpha research experience in mid-frequency US equities statistical arbitrage strategies
• Experience developing technical alphas
• Strong programming skills in Python
• Experience with cloud computing is preferred

The ideal candidate will have:

• Passion for quantitative research, strong self-motivation and curiosity
• Independent research experience and/or demonstrated proficiency in statistical methods and problem-solving skills
• Rigorous and scalable research process
• Good capability of time management and prioritization
• Outstanding attention to detail and strong organization skills