Systematic Equities Quantitative Researcher
Location: London
We are working with a leading global investment firm with a strong presence across systematic equity markets. The team combines sophisticated quantitative research, statistical modelling, machine learning and proprietary technology to develop systematic investment strategies.
They are looking for a Quantitative Researcher to develop alpha signals, predictive models and systematic strategies across global equity markets.
The role will involve:
- Developing quantitative and statistical models for equity markets
- Researching alpha signals and systematic trading strategies
- Working with large and alternative datasets
- Building and testing predictive models using statistical and machine learning techniques
- Conducting rigorous research, backtesting and portfolio analysis
- Collaborating closely with experienced researchers, traders and engineers
Strong background in quantitative research, Python, statistics, machine learning or time-series modelling required. Experience with systematic equities, alpha research or financial markets is highly desirable.
#J-18808-Ljbffr
