Systematic Quant Researcher My client is a leading quant investment firm with offices globally. They deploy systematic trading strategies across asset class; including equities, futures, and foreign exchange. Researchers are responsible for conducting quantitative research using statistical and predictive modelling techniques.

This is the opportunity to join a small team and work alongside highly profitable Portfolio Managers and with some of the brightest minds in the industry. Team members combine strong technical skills and a passion for problem solving with an intense curiosity about financial markets and human behaviour. Researchers work on the full lifecycles of strategy development, including analysis, testing, prototyping, back-testing, and performance monitoring.

Role:

Research and implement various trading strategies
Identify new trading opportunities by using statistical methods and analysing large data sets
Ensure that all data and related processes are prepared and check over strategies that have been implemented as well as tracking their behaviour
Work closely with other researchers to develop and continuously improve upon mathematical models, and help translate algorithms into code

Ideal Candidate

Experience of researching, or implementing quantitative models for equities, futures, and/or FX,
Masters or PhD in Maths, Stats, Physics, Computer Science, or other quantitative discipline
Strong analytical and quantitative skills
Demonstrated ability to conduct independent research utilizing large data sets
Programming in any of the following: C++, Java, C#, MATLAB, R, Python, or Perl
Detail-oriented

Job ID AMC/AMO/DM1765

ABOUT COMPANY

Anson McCade

London, United Kingdom

90 Employees HR & Recruitment

Anson McCade is a specialist recruitment agency focusing on four primary sectors: Quant Research, Trading & Risk; Digital & Data Analytics; IT & Cyber...

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