This is a market leading Alpha generating equity quant team which runs medium frequency systematic strategies.
You will be reporting to the head of the team and have access to some of the best and most advanced infrastructure and resources.
In order to apply you must have experience working in on bottom up alpha Generating stock selection models.
Your experience and responsibilities should include;-
- Development and maintenance of bottom up systematic stock selection models and strategies
- Researching into systematic equity long and short strategies using machine-learning
- Big data research on innovative datasets including structured and unstructured data.
- Supervised and unsupervised machine learning models and tools
- Development of multifactor models (Global and US).
- Alpha Capture Research
You will be interacting regularly with the quant investment solutions and structuring teams.
In order to apply you must have an MSC/PHD in a Mathematical/Statistical subject and excellent Data modelling capabilities: SAS, SQL, Matlab, R, Python.
This is an excellent opportunity to join a team who a well-regarded, have strong performance across their Global business and are currently expanding within systematic strategies.
In order to apply please send your CV in WORD FORMAT to firstname.lastname@example.org or call 02080044029
Interviews have already begun to take place.