Quantitative Research Analyst

  • Competitive
  • Londres, Angleterre, Royaume-Uni Londres Angleterre GB
  • CDI, Plein-temps
  • Non-disclosed
  • 15 mars 18 2018-03-15

We are a mid-sized emerging markets macro hedge fund that incorporates a mix of discretionary and systematic investment processes within our strategy. We are looking to further develop our research capabilities within the systematic investment team. The successful candidate will join an experienced and motivated group of investment professionals with a well proven track record.

The role will include:

  • Develop, implement and manage systematic investment strategies for different instruments in all asset classes. You will be expected to examine and replicate published research and assess the investment strategies for econometric robustness and practical profitability.
  • Develop and maintain valuation models for multiple asset classes including currencies, equity indexes, sovereign bonds, and commodities, among others.
  • Maintain the cross asset database for the use of valuation models and strategies, as well as the related micro- and macro variables.
  • Work closely with the firm’s risk team with the incorporation of the fundamental and alternative beta factors.

Skills and Qualifications - Candidates will need to satisfy the following criteria:

  • A PhD or a MSc in a quantitative subject from a top tier university is essential - a focus on any of the following areas: asset pricing, capital markets, portfolio management or risk management would be beneficial
  • Knowledge and work experience of financial instruments and derivatives covering different asset classes, including FX, equities, commodities and fixed income. Experience in emerging markets financial market instruments and their trading conventions is highly desirable
  • You will have previous experience in the development of systematic strategies with proven alpha generation
  • Knowledge in econometric methods, optimization and robust backtesting techniques
  • Strong coding in Matlab and VBA
  • Previous experience in alternative investment management in a role close to the execution desk and portfolio managers is highly desirable