Role:

• Work alongside the PM on intraday alpha research, with a primary focus on: idea generation, data gathering and research/analysis, model implementation and backtesting for systematic equity strategies
• Combine sound financial insights and statistical learning techniques to explore, analyze, and harness a large variety of datasets in order to build strong predictive models which will be deployed to the investment process
• Collaborate with the PM in a transparent environment, engaging with the entire investment process

Requirements:

• Approx. 3-4 years of experience as a quantitative researcher/trader in systematic equities with a focus on closing auction strategies
• Approx. 3-4 years of market microstructure alpha research
• Demonstrated ability to understand fundamental and event related data and experience with alternative data sources
• Demonstrated ability to conduct independent research using large data sets Quants with experience of working within a Central Risk Book team at a bank will be considered.
• Strong economic intuition and critical thinking
• Product experience in statistical arbitrage strategies, event-driven strategies or auctions trading
• Trading experience would be desirable but is not required
• Strong research and programming skills in Python are necessary
• Masters or PhD degree in a quantitative subject such as Computer Science, Applied Mathematics, Statistics, or related field from a top ranked university.

Apply: