Associate/VP level - Quantitative Strategist - QIS - Investment Bank - London - Systematic Equity vo

We are currently working in partnership with a well-established London-based investment bank, who are looking to add a Quant Strategist, to their rapidly growing Global QIS team. Their strategies are systematic Equity Volatility, and they are looking for a passionate, opportunistic individual with similar experience to these strategies.
Your key responsibilities will include:

• Conduct extensive research and analysis to develop and enhance Systematic Equity Volatility
• Collaborate with cross-functional teams to implement and test new trading models and algorithms.
• Keeping up to date with market trends.
• Developing new Quant investment strategies.

Requirements:

• Strong background in quantitative research.
• Proven experience developing and implementing Systematic Equity Volatility strategies within the financial industry.
• Proficiency in programming languages such as Python and/or C++.
• Solid understanding of statistical modelling and time series analysis.

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.