Quantitative Researcher - Execution Services in City of London

Quantitative Researcher – Execution Services page is loaded## Quantitative Researcher – Execution Serviceslocations: London – 62 Buckingham Gatetime type: Full timeposted on: Posted 25 Days Agojob requisition id: REQ-24954Quantitative Researcher – Execution ServicesThe Central Liquidity Strategies (CLS) business manages a number of portfolios and products designed to optimize the firm’s trading and execution approach by providing internal liquidity solutions for portfolio managers on both a risk and agency basis.We are seeking an Alpha Researcher with experience in return / toxicity forecasting as it relates to market-making business offering pricing on larger blocks of equities either via outright risk pricing or other product structures.**Principal Responsibilities*** **Modelling**: Design and develop models to assist in alpha generation. Areas include: + Automated evaluation of signal performance over time and feature engineering techniques to drive improvements. + Combination of multiple signals to produce a single useable alpha for different contexts and attribution of performance. + Robust estimation of key metrics such as signal correlations, decay, turnover and risk.* **Rigorous Grounding:** Given inherent complexity and high dimensionality, employ methods to avoid overfitting and poor OOS performance based on sound statistical reasoning.* **Collaboration:** Work with team members to decide the overall direction, design, and architecture of the platform, and collaborate with key stakeholders across the business.**Qualifications/Skills Required*** **Required Experience:** 5+ years of experience in Quantitative Finance setting, with a proven track record of developing robust alpha models, preferably in an Equities context.* **Education:** PhD or Master\’s degree in Statistics, or a related field with an excellent understanding of the theory behind statistical and machine learning methods.* **Technical Skills:** Proficiency in Python and/or KDB, preferably both.locations: London – 62 Buckingham Gatetime type: Full timeposted on: Posted 30+ Days Ago #J-18808-Ljbffr