At a Glance
- Tasks: Manage portfolio risk and develop advanced quantitative investment strategies.
- Company: Cubist Systematic Strategies, a leading firm in systematic trading.
- Benefits: Competitive salary, dynamic work environment, and opportunities for professional growth.
- Other info: Innovative culture with a focus on research and market expansion.
- Why this job: Join a cutting-edge team and make impactful decisions in financial markets.
- Qualifications: Advanced degree and 10+ years in quantitative model development required.
The predicted salary is between 85500 - 104500 £ per year.
About Cubist
Cubist Systematic Strategies, an affiliate of Point72, 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.
- Role
- Dynamically managing portfolio risk by evaluating historical and real-time strategy performance.
- Overseeing automated trade execution and monitoring transaction costs.
- Supervising a small team of researchers and developers on a daily basis.
- Designing, researching, and managing sophisticated investment strategies by creating and engineering advanced quantitative financial computer modeling systems to aid in analysis and research.
- Performing research to acquire historical and production data sources needed to build investment models.
- Designing and developing quantitative mathematical algorithms to link diverse data sets from various providers.
- Engineering investment models that will make buy and sell recommendations for the portfolios using advanced quantitative mathematics, statistics, and investment theory to forecast risk, return, and trading costs.
- Using quantitative models to value securities.
- Conducting ongoing, cutting-edge quantitative research and analysis to enhance existing strategies and to expand into new markets.
- Developing aspects of successful statistical models, focusing on forecasting and optimization.
- Expanding trading universe and volume, and expanding to other exchanges and products.
Requirements
- Advanced degree (Master’s or Ph. D.) in a computational or analytical field.
- Minimum of 10 years of experience developing, researching or implementing quantitative models for equities, futures and/or FX.
- Hands‑on experience with all aspects of the research process, including methodology, data collection and analysis, testing, prototyping, backtesting, and performance monitoring.
- Innovative, intellectually driven, with an intense curiosity about financial markets and human behavior.
- #J-18808-Ljbffr
Credit Quantitative Analyst, Global Macro in London employer: Quant Blueprint LLC
Join our dynamic team as a Senior Lead Software Engineer in the heart of the financial district, where innovation meets expertise. We pride ourselves on fostering a collaborative work culture that encourages professional growth and mentorship, ensuring you have the resources to excel in your role while making impactful contributions to model risk management. With competitive benefits and a commitment to employee development, this is an exceptional opportunity for those seeking a meaningful career in a leading financial institution.
StudySmarter Expert Advice🤫
We think this is how you could land Credit Quantitative Analyst, Global Macro in London
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We think you need these skills to ace Credit Quantitative Analyst, Global Macro in London
Some tips for your application 🫡
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How to prepare for a job interview at Quant Blueprint LLC
✨Brush Up on Financial Analysis Skills
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