Asset Manager Hiring Cross Asset Quant Systematic Researcher / London
Core
Researching quant trading strategies, monitoring live trading models, and performing performance analysis for systematic quantitative macro and multi-asset strategies.
Role type
Quantitative Researcher (Systematic Trading)
Builds
Systematic trading strategies and models for equity and global multi-asset portfolios
Domain
Financial Markets / Quantitative Macro
Deliverable
production ML models
Required skills
Quantitative analysis, Python, R, Data analysis, Back-testing, Strategy implementation
Preferred skills
Experience presenting research to institutional investors, Exposure to multiple asset classes
Technologies
Python, R
Responsibilities
Research and identify alternative datasets to create new systematic strategies, Back-test and implement new strategies, Monitor live trading models and provide information on trading decisions, Analyze model performance
Seniority
Mid-level (3-4 years experience)
