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.
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.