What You’ll Do:

Generate, develop and refine trading signals and algorithms for quantitative strategies
Work with novel data sources to extract independent forecasts
Work closely with researchers and portfolio managers to solve mathematical, empirical, and coding problems
Enhance systems for back testing, portfolio optimization and strategy deployment

What’s Needed/Required for the Role:

Postgraduate degree in applied mathematics, quantitative finance, physics, computer science, or other technical field
2-5 years of industry experience developing quantitative equities trading strategies
Expertise in conceptualizing and developing trading signals
Excellent mathematical, modeling and problem solving skills
Strong programming skills in languages such as Python, Matlab or R
Broad toolkit including financial math, machine learning, econometrics, and optimization
Experience with databases and unconventional data
Demonstrated ability to conduct independent research and also collaborate as part of a team
Strong written and verbal communication skills
Focus, efficiency, creativity, and rigor while working in a fast-paced environment

Quantitative Analyst, Equities