Our Client is a hedgefund located in London. The role will involve working within a team environment on the design and development of intraday, daily and weekly rebalance statistical arbitrage strategies. The team fosters a semi-collaborative culture where ideas are shared but where each trader is responsible for their own book.
There are two positions within the group:
- Role a) is suitable for an daily rebalance trader where the portfolio rebalances each minute / hour
- Role b) is suitable for a weekly rebalance trader where the portfolio rebalances on a daily or weekly basis
Skills and Qualifications
- The ideal candidate will have significant experience developing statistical arbitrage strategies.
- The remit is to trade global equities in developed markets covering mid cap and large cap stocks.
- A strong quantitative skillset with expertise in statistics, probability and machine learning.
- Knowledge of portfolio construction, portfolio optimization and transaction cost models.
- Educated to MS/PhD level in a STEM subject. Ability to code in (R or Matlab) and (Python or C++ or Java or C#)
If you would like to be considered for the Senior Quantitative Researcher / Portfolio Manager position, 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
