发帖
雷达卡
London, United Kingdom
Leading European Hedge Fund Manager with a strong reputation for successful and high quality Investment Performance seek an experienced Quantitative Researcher/Quantitative Analyst/Quant with experience in Equities or Commodities from a top tier Investment bank to join their exciting and intellectually stimulation environment.
You will join a successful quantitative research team as an experienced quantitative analyst and will be responsible for researching and implementing alpha generating, risk and trading models in the Equities, and/or Commodities space. You will be responsible for creating high frequency quantitative systematic portfolio models from scratch, back testing and optimising the alphas. You will develop trading hypothesis, write simulation and back testing code, formulate concrete and creative solutions and leverage the experience of your fellow quantitative researchers/quantitative analysts to take models from research to production.
Experience Required
PhD in a quantitative Discipline from a top tier University
Exceptional coding skills in C++, Matlab or equivalent
Ideally previous experience as a Quantitative Researcher/Quantitative Analyst in a top tier Investment Bank within the Equities or Commodities space (although other asset classes will be considered)
Excellent understanding of quantitative finance, portfolio theory, derivatives
Strong financial data analysis and research experience, time series modelling, simulation experience
Experience of working with large and complex data sets
Excellent communication and problem solving skills
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