iSAM Tensor - Portfolio Researcher
Core
Build a new systematic, multi-strategy trading platform, directly responsible for portfolio construction and risk management from inception to production.
Role type
Senior IC portfolio researcher (systematic trading)
Builds
A new systematic, multi-strategy trading platform
Domain
Quantitative finance / Systematic trading
Deliverable
production ML models | product features
Required skills
Portfolio construction, risk management, Python programming, statistics, probability, empirical research, investment implementation
Preferred skills
Macro asset class trading (futures, FX, interest-rate swaps), portfolio optimisation techniques
Technologies
Python
Responsibilities
Manage day-to-day portfolio and risk management; Build portfolio analytics and monitoring infrastructure; Enable onboarding of new strategies; Improve platform aspects; Support production on a rota
Seniority
Senior, hands-on IC