Cross Asset Quantitative Researcher - Systematic Investment strategies - London based Asset Manager
- Employer
- Octavius Finance
- Location
- London, United Kingdom
- Salary
- Competitive
- Closing date
- Mar 7, 2023
View more
- Job Function
- Other
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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Requirements
* A strong academic background, including a master's level degree in a quantitative discipline.
* 3-5 years of relevant professional experience, gained on either the Buy side or Sell side.
* Demonstrable experience of collecting and manipulating large and complex financial data sets, and of portfolio optimization.
* A solid grasp of derivative pricing.
* Strong programming skills, including Python.
If you think you could be a good fit for this role, please send your CV in WORD format to quantresearch@octaviusfinance.com
* A strong academic background, including a master's level degree in a quantitative discipline.
* 3-5 years of relevant professional experience, gained on either the Buy side or Sell side.
* Demonstrable experience of collecting and manipulating large and complex financial data sets, and of portfolio optimization.
* A solid grasp of derivative pricing.
* Strong programming skills, including Python.
If you think you could be a good fit for this role, please send your CV in WORD format to quantresearch@octaviusfinance.com
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