Asset Manager Hiring Cross Asset Quant Systematic Researcher / London

Overview

London based asset management company are looking to add a quantitative analyst onto their research desk as they are expanding the current team.

They are specialists in systematic quantitative macro investing and manage systematic quantitative equity and global multi-asset strategies.

Role

• Your role will involve researching quant trading strategies, including monitoring the live trading of the models and performance analysis.
• Everyone in the team participates in data requests for clients and marketing.
• You will monitor the models, provide information to the senior quants about live trading decisions and performance.
• You will be involved in researching and identifying alternative datasets to create new systematic strategies, as well as back-testing and implementing new strategies.

Requirements

• Ideally you will have quant exposure from multiple asset classes. This is not a role for someone who wants to specialise only in one asset class but is ideal for a candidate excited about multiple asset classes and exposure to different facets of the job.
• Three to four years of work experience in a relevant area involving financial markets / macroeconomics from a data science angle.
• Coding ability in R or Python.
• You will be very good with data in a practical way and interested in data analysis.
• If you have had exposure to presenting or marketing new research to institutional investors, that will be a plus.
• Academically, Masters or PhD with a focus on Economics / Econometrics / Data Science.

Additional

This is a place where people work for years and thrive in the culture.

Apply: Job ID TK