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DATE ADDED: Sat 09/05/2020

Equity Quantitative Researcher

London, UK
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COMPANY: ANSON MCCADE

JOB TYPE: Permanent, FullTime

SALARY: Negotiable

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.
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