Global 50bl Hedge Fund is looking for a Lead hands-on Equity Quantitative Analyst - Director to lead a developed well performing equity long short team that has been newly developed. The firm deploys systematic, computer-driven trading strategies. This is for someone who has Futures/ FX with live trading signals.
- Managing all aspects of the research process, including methodology selection, data collection and analysis, prototyping, backtesting, and Pricer performance monitoring
- Pricer enhancements (dividend swaps, ﬁnancing swaps, TRS/PRS, …)
- Market Data Acquisition (Markit / SOLA, Six, Ultumus, and indirectly for Bloomberg, Reﬁnitiv). Due diligence, quality and value-for-money assessment, and cost allocation.
- Past experience in coordinating Quant support globally for Forward Trading, modeling and trading
- Past experience in revamping the Equity Front Oﬃce Market Data systems.
- Equity, equity swaps & Dividents
- Architecture of the full solution.
- Index database (compositions, static and dynamic parenthood).
- Build the target dividend marking system (DivX). Extensions to the dividend marking and projection model (ex date risk). Modeling of Scrip dividends
- Improvement of existing strategies
- Has experience with her/ his own research trading strategies and signals that can be deployed
- Portfolio optimization
- Time series modeling/ simulation or quantitative research experience
- Experience in working with large & complex data sets
- Evaluating new datasets for alpha potential
- Contributing to the continuous improvement of the investment process and the team’s research and trading infrastructure
- Creating new alpha signal/ alpha generation (has a track record)
- MS or PhD in finance, computer science, mathematics, physics, or other quantitative disciplines
- Researching systematic macro strategies
- Strong programming skills with a high level of proficiency in Python
- Develop trading hypotheses;
- Experience researching intraday futures strategies
- Strong analytical and quantitative skills
- Willing to take ownership of his/her work, working both independently and within a small team
Location: Zurich – Switzerland
Salary: Competitive + Bonus
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If you're interested in this opportunity, please forward you're CV. Alternatively, if you would like to know more information or have a confidential discussion please contact Shanaz Rob- call on +44 (0)203 603 4474 email email@example.com