Elite Quant Researcher -Global Systematic Investment Firm/ London/ USA
Core
Research and develop mathematical and statistical models for systematic investment strategies, covering the full process from hypothesis testing to live trading implementation.
Role type
Senior IC quantitative researcher (systematic trading)
Builds
Quantitative trading signals and predictive models for live trading
Domain
Global financial markets, systematic investment
Deliverable
production ML models
Required skills
Probability, statistics, optimisation, linear algebra, machine learning, numerical methods, Python, large-scale data analysis, experimental design, overfitting control, data leakage detection
Preferred skills
C++, SQL, production-grade data infrastructure, time-series modelling, portfolio construction, backtesting
Technologies
Python, C++, SQL
Responsibilities
Analyse and evaluate large, complex financial and alternative datasets; Formulate original research hypotheses and determine how they can be tested rigorously; Research, develop and implement quantitative trading signals and predictive models; Investigate established and emerging techniques in machine learning, statistics and data science; Evaluate models using robust in-sample and out-of-sample research methodologies; Identify and control for overfitting, data leakage, selection bias and false discoveries; Convert successful research ideas into reliable production implementations; Monitor live models and investigate changes in their behaviour or performance; Develop and maintain modelling, data and research infrastructure
Seniority
Senior, hands-on IC