Overview
A multi-billion $ AuM Systematic Hedge Fund are looking to fill a senior role in its Equity Quant Strategies Group
The Equity Quant Strategies Group oversees a portfolio of external hedge funds and develops proprietary absolute return strategies. In addition, the group is developing capabilities for quantitative, factor-based evaluation of external managers and optimal capital allocation across external hedge funds, internal strategies, and equities strategies.
RESPONSIBILITIES
• Develop and continuously improve equity trading strategies
• Back test and implement trading models and signals in a live trading environment
• Use unique data sources to drive innovation
• Conduct statistical analysis to research and refine trading signals
REQUIREMENTS
• 3+ years’ experience
• Advanced training in Mathematics, Statistics, Physics, Computer Science, or another highly quantitative field
• Strong knowledge of machine learning, time-series analysis, pattern recognition, or NLP
• Background working in a data driven research environment
• Experience with analytical packages (e.g. Matlab, Python, R)
Company:
Selby Jennings
Qualifications:
Language requirements:
Specific requirements:
Educational level:
Level of experience (years):
Senior (5+ years of experience)
About Selby Jennings
Global recruitment firm specialising in Banking
