Intraday Futures/ FX Quant Researcher/ Global Locations / £ Base Bonus
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Added before 4 Days
- England,London,City of London
- Full Time, Permanent
- Competitive salary
Job Description:
Role:-
As a quantitative researcher you will be responsible for developing automated quant trading strategies using sophisticated statistical techniques.
Your role will involve:-
*Statistical modelling of financial and non-financial datasets, examining real-world data.
*Delivering high quality statistical research output against our research goals.
*The opportunity to make an impact on the continued build out of Systematic Macro infrastructure .
*The opportunity to deploy capital across FX, EM FX, Rates, Commodities and Equites asset classes.
Requirements:-
*3 + years prior experience on the buy side developing global Systematic Macro strategies with exposure to Equites, FX, EM FX, Commodities and Rates.
*Extensive experience in financial data analysis with a focus on a highly rigorous and technical approach to modelling.
*Experience of building and running systematic intraday futures/ FX strategies.
*A background in statistical research for systematic investment management activities (returns forecasting, risk modelling, market impact modelling etc).
*Quantitative background - includes advanced degrees ( PhD) in Mathematics, Statistics, Econometrics, Financial Engineering, Operations Research, Computer Science and Physics
*Strong programming skills in either C++ / Python.
Apply:-
Please send a PDF resume to
As a quantitative researcher you will be responsible for developing automated quant trading strategies using sophisticated statistical techniques.
Your role will involve:-
*Statistical modelling of financial and non-financial datasets, examining real-world data.
*Delivering high quality statistical research output against our research goals.
*The opportunity to make an impact on the continued build out of Systematic Macro infrastructure .
*The opportunity to deploy capital across FX, EM FX, Rates, Commodities and Equites asset classes.
Requirements:-
*3 + years prior experience on the buy side developing global Systematic Macro strategies with exposure to Equites, FX, EM FX, Commodities and Rates.
*Extensive experience in financial data analysis with a focus on a highly rigorous and technical approach to modelling.
*Experience of building and running systematic intraday futures/ FX strategies.
*A background in statistical research for systematic investment management activities (returns forecasting, risk modelling, market impact modelling etc).
*Quantitative background - includes advanced degrees ( PhD) in Mathematics, Statistics, Econometrics, Financial Engineering, Operations Research, Computer Science and Physics
*Strong programming skills in either C++ / Python.
Apply:-
Please send a PDF resume to
Job number 3455243
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