Quantitative Researcher (Intern)

GSA Capital Services Limited
London (Central), London (Greater)
£50,000-£70,000 (pro rata)
03 Sep 2018
01 Oct 2018
Contract Type
Full Time

GSA Capital Services Limited

Job Title: Quantitative Researcher (Intern)

Location: London

Hours: 8:00am – 6:00pm

Salary: £50,000-£70,000 (pro rata)

Work pattern: 5 days a week

Employer: GSA Capital Services Limited

Duration: 6 months

Number of positions: 1

GSA Capital requires a Quantitative Research Intern with a specialist background within stochastic calculus/optimisation to join our collaborative research team working relevant projects to assist with the development of systematic trading strategies.

Main responsibilities of the role include:

  • To research and develop statistical models on large sets of historical financial data to accurately reflect the price behaviour of securities traded on global markets.
  • Implement systematic trading strategies based on statistical models.
  • Design, implement and improve software tools in a mixture of Python and MATLAB to facilitate efficient research, backtesting and production implementation of quantitative trading strategies.

As a Quantitative Research Intern, you must have:

  • Prior intern/commercial experience designing systematic trading strategies and developing software using Python and/or MATLAB.
  • Professional and/or academic expertise conducting applied research in areas such as optimisation or stochastic calculus.
  • A minimum of a Master’s degree (preferably a PhD) from a world leading academic institution in Mathematics, Statistics and/or Probability.
  • Deep understanding of core Mathematical fundamentals – for example linear algebra, probability theory and statistics.
  • Demonstrable interest and/or experience within financial markets.

To apply please click on the apply button below. 

Closing date for applications is 1 October 2018.

Data Protection 

When you apply to this job through this website, you will be supplying us with personal information.

For details on how GSA uses your personal information, please see our Privacy Notice here: https://www.gsacapital.com/privacy-notice