Quantitative Researcher, iSAM Vector
Core
Develop, test, and monitor systematic trading strategies for a large fund serving institutional investors.
Role type
Early-career quantitative researcher (systematic trading)
Builds
Production-ready trading signals and systematic investment strategies
Domain
Quantitative finance / Systematic trading
Deliverable
production ML models | product features
Required skills
Python, Pandas, NumPy, statistics, probability, time-series analysis, optimisation, machine learning, backtesting, hypothesis testing, data analysis
Preferred skills
Portfolio construction, risk management, transaction cost analysis, futures/FX/equities/rates/commodities, econometrics, alternative datasets
Technologies
Python, Pandas, NumPy
Responsibilities
Develop new signals and research ideas across global markets; Enhance existing systematic strategies through signal refinement and empirical testing; Analyse financial market data to identify and validate investment ideas; Research and backtest systematic signals across markets and instruments; Support portfolio construction, risk management, and implementation techniques; Build research tools, datasets, and analytical infrastructure
Seniority
Early-career, hands-on IC
