Quantitative Researcher, Credit

Recruiter
Logan Sinclair
Location
London, United Kingdom
Salary
Competitive
Posted
14 Mar 2023
Closes
13 Apr 2023
Ref
14986925
Job Function
Other
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Responsibilities
  • Using statistical models to conduct quantitative research
  • End-to-end management of the research process
  • Devise, test and apply portfolio construction and optimisation models
  • Develop risk and transaction cost models
  • Generate new alpha signals and adapt existing models to them
  • Update investment strategies and trading platforms

Requirements
  • MSc/PhD in a quantitative subject (e.g. Computer Science, Maths, Physics, etc)
  • 2+ years in quantitative finance, ideally experience with alpha signal development using statistical models, fundamental analysis, and data analysis
  • Experience with optimal portfolio construction
  • Excellent programming skills (e.g. Python, MATLAB, R)
  • Experience in large data analysis
  • Experience with fixed income assets desirable