At a Glance
- Tasks: Combine and optimise raw alpha signals into tradable strategies for live trading.
- Company: Leading quantitative HFT firm expanding into innovative mid-frequency strategies.
- Benefits: Competitive salary, dynamic work environment, and opportunities for professional growth.
- Other info: Exciting opportunity to work with cutting-edge technology and develop live trading strategies.
- Why this job: Join a specialist team and make a real impact in the fast-paced world of finance.
- Qualifications: Advanced degree in a quantitative field and strong skills in statistical modelling and optimisation.
The predicted salary is between 70000 - 85000 £ per year.
Company: A leading quantitative proprietary HFT firm expanding into mid-frequency strategies across global equities, futures, and derivatives markets.
Location: London The role: The firm is building a specialist team focused on alpha blending, monetisation, and optimisation.
The team works with a library of raw signals from the alpha research group to produce live, risk-bearing strategies, with exposure from signal combination up to execution.
Responsibilities Combine and weight a large set of raw alpha signals into coherent, tradable strategies, managing signal correlation, overlap, and interaction.
Build and own the optimisation layer: portfolio construction, capital allocation, and position sizing across signals and markets.
Model and minimise the cost of trading, accounting for market impact, transaction costs, and capacity constraints when translating signals into positions.
Iterate on live performance: monitor Pn L, diagnose alpha decay, rebalance signal weightings, and improve the capital efficiency of the book over time.
Work with infrastructure and execution teams to deploy the combined strategies into production and refine them under live conditions.
Own the live risk profile of the blended book, conducting rigorous risk assessment and managing exposures.
Requirements Advanced degree (Ph D or MSc) in a quantitative discipline: Mathematics, Physics, Statistics, Computer Science, or similar.
Strong background in statistical modelling and machine learning, with particular value placed on optimisation, ensemble methods, and portfolio construction (e. g. convex optimisation, mean-variance and its extensions, gradient boosting, neural networks).
Demonstrable experience in signal combination, alpha mixing, or systematic portfolio construction, ideally in a mid-frequency setting.
Proficiency in Python; C++ and experience in high-performance computing environments are a plus.
A track record of taking research into production and generating live Pn L is highly valued.
Experience with financial time-series analysis, market microstructure, or transaction cost modelling preferred.
Quantitative Researcher (Signal Monetisation) employer: Thurn Partners
Thurn Partners is an exceptional employer that prioritises a people-first culture, fostering an environment where talent development and coaching are at the forefront. Located in London, this role offers ample opportunities for professional growth within a high-performance sales team, allowing you to make a meaningful impact while advancing your career. Join us to be part of a dynamic team that values collaboration and continuous learning.
StudySmarter Expert Advice🤫
We think this is how you could land Quantitative Researcher (Signal Monetisation)
✨Get Involved in Data Science Meetups
Tap into local data science meetups or workshops to connect with fellow enthusiasts and professionals. These events are goldmines for networking, and sometimes even lead directly to job openings at companies like Thurn Partners!
✨Show Off Your Projects
Start building a public portfolio showcasing your data science projects on platforms like GitHub or personal websites. Highlight unique analyses or models you've developed. This not only demonstrates your skills but also gets your name out there for roles like Quantitative Researcher (Signal Monetisation) at Thurn Partners.
✨Leverage Professional Networks
Join professional bodies related to data science, like the Data Science Society or similar organisations. Getting involved can lead to mentorship opportunities and insider knowledge about full-time positions at companies like Thurn Partners.
✨Apply Directly through Our Website
When you find a suitable opening like Quantitative Researcher (Signal Monetisation) at Thurn Partners, make sure to apply directly through our website. It gives you an edge and shows you're keen to join our team. Plus, who doesn’t love a direct application? It’s easier than navigating through job boards!
We think you need these skills to ace Quantitative Researcher (Signal Monetisation)
Some tips for your application 🫡
Show Off Your Projects:In the world of data science, your projects can speak volumes about your skills. Make sure to showcase a few key projects in your CV or portfolio, especially those that highlight your ability to work with data sets, build models, or use relevant tools like Python, R, or SQL. Don’t forget to include links to any GitHub repositories if applicable!
Quantify Your Achievements:Employers love numbers! When drafting your CV, highlight your achievements with quantifiable results. For instance, mention how your data analysis led to a certain percentage increase in efficiency or revenue at a previous job or project. These details can really make your application pop!
Craft a Tailored Cover Letter:For a full-time role at Thurn Partners, your cover letter should reflect your passion for data science and your excitement about the specific projects or values of the company. Dive into why you’re a good fit, how your skills align with their needs, and any unique perspectives you can bring to the team.
Stand Out with Relevant Courses and Certifications:Although experience talks, relevant courses or certifications can be your ticket to impressing hiring managers at Thurn Partners. Mention any standout courses you've completed that equipped you with essential skills, such as machine learning certifications or data visualisation courses. This shows your commitment to continuously developing your skills in the field!
How to prepare for a job interview at Thurn Partners
✨Brush Up on Your Statistics
For a data science role, we need to seriously sharpen our statistics skills. Get ready to tackle technical questions on probability distributions, hypothesis testing, and regression analysis. These are often the bread and butter of data science interviews, so don't just skim over them!
✨Showcase Your Projects
Prepare a killer portfolio showcasing your data science projects. We should include details about the datasets used, the tools and techniques applied, and the impact of your findings. If we can walk them through a particularly challenging project or a cool visualisation that had real-world implications, it’ll really make us stand out!
✨Get Comfortable with Python and R
Most data science positions require us to be proficient in programming languages like Python and R. We should practice common libraries like pandas, NumPy, and scikit-learn, and be ready for live coding exercises or algorithm questions. Showing off our coding chops can really impress the interviewers at Thurn Partners!
✨Prepare for Case Studies
Expect to encounter real-world case studies during the interview. We might be asked how we’d approach a data problem or analyse a dataset to extract insights. It's essential to think out loud and demonstrate our problem-solving process so that the interviewer can see our logical thinking in action.
