Quantitative Trading Strategist - Equity Quantitative Trading Strategist - Equity …

Anson McCade
in London, England, United Kingdom
Permanent, Full time
Last application, 03 Apr 20
Negotiable
Anson McCade
in London, England, United Kingdom
Permanent, Full time
Last application, 03 Apr 20
Negotiable
Anson McCade
Equity Quantitative Trading Strategist - VP level. London based. As a quantitative trading strat this role will focus on quantitative trading techniques to improve client liquidity in the Central Risk Book team.

Equity Quantitative Trading Strategist - VP level

London based

As a quantitative trading strat this role will focus on quantitative trading techniques to improve client liquidity in the Central Risk Book team. The position involves working closely with traders, developers and other quantitative researchers in a collaborative environment.

Responsibilities

  • Develop and maintain systematic equity strategies and delta one products to manage incoming equity trade flow.
  • Perform statistical event studies and analysis of large datasets.
  • Formulation, analysis and backtesting of pricing, execution, risk management strategies and signals.
  • Mentoring and developing junior team members.

Skills required (essential)

  • Substantial commercial experience in long/short equities & optimisation (mean variance, Black-Litterman).
  • Advanced degree in a quantitative subject such as Computer Science, Mathematics, Physics or Statistics, engineering or related subjects.
  • Demonstrate a strong quantitative and analytical background.
  • Strong programming skills in R, kdb+/q and/or Python in Unix environment essential.
  • Experience with C++ and/or Java highly advantageous.
  • Experience with Machine Learning techniques a plus.
  • Excellent communication skills and ability to interact with traders and technology.
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