Director – Quantitative Analyst Equities

Responsibilities:

• Managing all aspects of the research process, including methodology selection, data collection and analysis, prototyping, backtesting, and Pricer performance monitoring
• Pricer enhancements (dividend swaps, financing swaps, TRS/PRS, …)
• Market Data Acquisition (Markit / SOLA, Six, Ultumus, and indirectly for Bloomberg, Refinitiv). Due diligence, quality and value-for-money assessment, and cost allocation.
• Past experience in coordinating Quant support globally for Forward Trading, modeling and trading
• Past experience in revamping the Equity Front Office Market Data systems.
• Equity, equity swaps & Dividents
• Architecture of the full solution.
• Index database (compositions, static and dynamic parenthood).
• Build the target dividend marking system (DivX). Extensions to the dividend marking and projection model (ex date risk). Modeling of Scrip dividends
• Improvement of existing strategies
• Has experience with her/ his own research trading strategies and signals that can be deployed
• Portfolio optimization
• Time series modeling/ simulation or quantitative research experience
• Experience in 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 systematic macro strategies
• Strong programming skills with a high level of proficiency in Python
• Develop trading hypotheses;
• 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: Zurich – Switzerland

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)203 603 4474 email info@srinvestmentpartners.com