Quantitative Strategist - Investment Bank - London

We are currently working in partnership with an investment bank, who are looking to add a Quant Strategist, to their Global QIS team. There strategies are systematic Equity Volatility and Systematic Macro, and they are looking for a passionate individual with similar experience to these strategies.
Your key responsibilities will include:

• Conduct extensive research and analysis to develop and enhance Systematic Equity Volatility and Systematic Macro strategies.
• Collaborate with cross-functional teams to implement and test new trading models and algorithms.
• Analyze large datasets and apply statistical methods to identify market trends, patterns, and opportunities.
• Stay updated with industry trends, regulatory changes, and technological advancements relevant to QIS, Systematic Equity Volatility, and Systematic Macro strategies.

Requirements:

• Strong background in quantitative research, mathematics, finance, or a related field.
• Proven experience in developing and implementing Systematic Equity Volatility and Systematic Macro strategies within the financial industry.
• Proficiency in programming languages such as Python, R, or MATLAB, with the ability to manipulate and analyze large datasets.
• Solid understanding of statistical modeling, time series analysis, and machine learning techniques.

If you meet the above requirements, please send your CV in a WORD format to quantresearch@octaviusfinance.com to speak to one of our experienced consultants.