Quantitative Researcher for Systematic Strategies (London)

Our client is one of the world’s premier investment firms. The firm deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of our effort is rigorous research into a wide range of market anomalies, fueled by our unparalleled access to a wide range of publicly available data sources.

Responsibilities:

• Perform rigorous and innovative research to discover persistent systematic anomalies in futures markets with holding periods of intraday to a few days.
• Help improve existing strategies and portfolio optimization.
• Analyze tick-level data for execution enhancements.
• Be a core contributor to growing the investment process and research infrastructure of the team.

Requirements:

• Strong quantitative education. Masters or PhD preferred.
• 3+ years of work experience in systematic alpha research, portfolio construction and optimization in futures markets.
• Experience developing short term alpha signals (intraday or a few days)
• Commodities specific knowledge is a plus.
• Experience managing and running risk.
• Collaborative mindset with strong independent research abilities.
• Previous experience with Java and Linux is a plus.
• Commitment to the highest ethical standards.

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