Our client is searching for a C++ Developer with good quant aptitude to work in Research and Development within EQR. This position is based in London.
Key Job Responsibilities
- Trading and management of quant research team driven equity portfolios.
- Development of automated hedging & portfolio optimization systems.
- Building simulation environments for back-testing portfolio optimization scenarios.
- Tie together research from different quant research groups to a production quality solution.
- Analysis and validation of research results and input data
- Research and attribution of portfolio performance and driving factors.
- Conduct research and statistical analyses to evaluate various financial data.
- Research models for risk / return improvement.
Suggested Skills/Experience
- C++, R, SQL/databases, any scripting languages, Linux environments
- Barra like multi-factor risk models
- Portfolio optimization
- Statistics strong foundation (linear regression models, matrix algebra, summary statistics and interpretation of time series data)
- Interest in software design and architecture
- Strong communication skills to collaborate with multiple individuals across teams
- Familiarity with usage of distributed computing (cloud, usage of farms, data storage like MongoDB, Cassandra, Spark etc) considered a plus
- Statistical modelling (Advanced regression models, Monte Carlo, PCA) would be a plus
- Machine learning would be a plus
- 1+ years of experience in similar roles is a plus
Education
- Degree in Computer Science or related field plus finance, mathematics, business, economics or statistics related coursework.
If you would like to be considered for the position of Quantitative Research Developer , or wish to discuss the role further then please leave your details below. Your resume will be held in confidence until you connect with a member of our team
