Quantitative Analyst

Location
London, United Kingdom
Salary
Competitive
Posted
22 Sep 2022
Closes
22 Oct 2022
Ref
16993503
Job Function
Other
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
THE ROLE:

As a Quantitative Analyst, you will enhance and maintain a scalable, systematic investment process to run asset management portfolios. You will develop, maintain and test systematic trading signals for global cross-asset portfolios with intermediate to long-term horizons, utilizing advanced methods in quantitative analysis and portfolio optimisation.

Responsibilities will include:
  • Understanding, implementing and back-testing different systematic trading strategies and portfolio construction methodologies.
  • Producing research and trading ideas for tactical asset allocation, and other ways of enhancing portfolio returns.
  • Enhancing expected returns forecasts, suggesting or modifying assets for inclusion, and back-testing and calculating risk contributions of changes to the current strategic asset allocation.


REQUIRED SKILLS AND EXPERIENCE:
  • An advanced Master's degree or Ph.D. in a quantitative discipline, such as Engineering, Maths, Physics, Mathematical Finance or Computer Science.
  • Advanced programming expertise in languages such as Matlab, R or Python for quantitative modelling, as well as experience in databases like SQL.
  • Experience in building systematic strategies (any asset class).
  • Good working knowledge of the latest quantitative methods used in signal generation, model testing and portfolio construction.
  • Outstanding interpersonal, communication and influencing skills, with the ability to manage relationships effectively.
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