Events/Index Quant Researchers - Selby Jennings
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Added before 15 hours
- England,London,City of London
- Full Time, Permanent
- Competitive salary
Job Description:
Full job description
Events / Index Quantitative Researcher
Job Summary
Join a leading systematic investment firm as an Events / Index Quantitative Researcher, focused on developing alpha signals from corporate actions, index rebalances, earnings events, and othermarketcatalysts.Youwillconductresearchacrossglobalmarkets,analyselargeandalternativedatasets,buildpredictivemodels,andcollaboratecloselywithportfoliomanagers,quantitativeresearchers,andengineerstoimplementscalableinvestmentstrategies.
Key Responsibilities
*Conductresearchintoevent-drivenandindex-relatedtradingopportunitiesacrossequitiesandrelatedassetclasses.
*Developsystematicalphasignalsbasedoncorporateactions,earningsannouncements,dividends,mergersandacquisitions,indexadditionsanddeletions,rebalances,andothermarketevents.
*Analysethebehaviourofsecuritiesbefore,during,andafterspecificeventstoidentifypersistentsourcesofreturn.
*Design,test,andevaluatequantitativemodelsusinglarge-scalehistoricaldatasets.
*Buildrobustresearchframeworkstoassesssignalefficacy,capacity,transactioncosts,andriskcharacteristics.
*Developpredictivemodelsusingstatistical,machinelearning,anddatasciencetechniques.
*Workwithstructuredandunstructureddatasets,includingmarket,fundamental,corporateactions,alternative,andindexconstituentdata.
*Collaboratewithportfoliomanagerstotranslateresearchideasintoproduction-readystrategies.
*Partnerwithquantitativedevelopersandengineerstoimproveresearchinfrastructureandmodeldeployment.
*Monitorstrategyperformanceandcontinuouslyrefinesignalsbasedonnewmarketinformation.
*Conductliteraturereviewsandinvestigateemergingresearchmethodologiesapplicabletoevent-drivenandindexinvesting.
*Presentresearchfindingstoinvestmentteamsandstakeholders.
Required Qualifications
*Advanceddegree(PhDorMSc)inMathematics,Statistics,Physics,ComputerScience,Engineering,Economics,Finance,orarelatedquantitativediscipline.
*Strongunderstandingofprobability,statistics,optimisation,andquantitativemodellingtechniques.
*Experienceresearchingsystematicinvestmentstrategies,quantitativesignals,orpredictivemodels.
*StrongprogrammingskillsinPython.
*Experienceworkingwithlargedatasetsandconductingrigorousempiricalanalysis.
*Knowledgeoffinancialmarketsandinvestmentprocesses.
*Abilitytoindependentlyformulateresearchhypothesesandvalidatethemthroughdata-drivenexperimentation.
*Strongproblem-solvingandanalyticalskills.
*Excellentcommunicationskillsandabilitytoexplaincomplexquantitativeconcepts.
Preferred Qualifications
*Experienceresearchingevent-driven,corporateactions,index,orequities-relatedstrategies.Knowledge
Events / Index Quantitative Researcher
Job Summary
Join a leading systematic investment firm as an Events / Index Quantitative Researcher, focused on developing alpha signals from corporate actions, index rebalances, earnings events, and othermarketcatalysts.Youwillconductresearchacrossglobalmarkets,analyselargeandalternativedatasets,buildpredictivemodels,andcollaboratecloselywithportfoliomanagers,quantitativeresearchers,andengineerstoimplementscalableinvestmentstrategies.
Key Responsibilities
*Conductresearchintoevent-drivenandindex-relatedtradingopportunitiesacrossequitiesandrelatedassetclasses.
*Developsystematicalphasignalsbasedoncorporateactions,earningsannouncements,dividends,mergersandacquisitions,indexadditionsanddeletions,rebalances,andothermarketevents.
*Analysethebehaviourofsecuritiesbefore,during,andafterspecificeventstoidentifypersistentsourcesofreturn.
*Design,test,andevaluatequantitativemodelsusinglarge-scalehistoricaldatasets.
*Buildrobustresearchframeworkstoassesssignalefficacy,capacity,transactioncosts,andriskcharacteristics.
*Developpredictivemodelsusingstatistical,machinelearning,anddatasciencetechniques.
*Workwithstructuredandunstructureddatasets,includingmarket,fundamental,corporateactions,alternative,andindexconstituentdata.
*Collaboratewithportfoliomanagerstotranslateresearchideasintoproduction-readystrategies.
*Partnerwithquantitativedevelopersandengineerstoimproveresearchinfrastructureandmodeldeployment.
*Monitorstrategyperformanceandcontinuouslyrefinesignalsbasedonnewmarketinformation.
*Conductliteraturereviewsandinvestigateemergingresearchmethodologiesapplicabletoevent-drivenandindexinvesting.
*Presentresearchfindingstoinvestmentteamsandstakeholders.
Required Qualifications
*Advanceddegree(PhDorMSc)inMathematics,Statistics,Physics,ComputerScience,Engineering,Economics,Finance,orarelatedquantitativediscipline.
*Strongunderstandingofprobability,statistics,optimisation,andquantitativemodellingtechniques.
*Experienceresearchingsystematicinvestmentstrategies,quantitativesignals,orpredictivemodels.
*StrongprogrammingskillsinPython.
*Experienceworkingwithlargedatasetsandconductingrigorousempiricalanalysis.
*Knowledgeoffinancialmarketsandinvestmentprocesses.
*Abilitytoindependentlyformulateresearchhypothesesandvalidatethemthroughdata-drivenexperimentation.
*Strongproblem-solvingandanalyticalskills.
*Excellentcommunicationskillsandabilitytoexplaincomplexquantitativeconcepts.
Preferred Qualifications
*Experienceresearchingevent-driven,corporateactions,index,orequities-relatedstrategies.Knowledge
Job number 3935641
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