Quantitative Researcher (Intern)
- Recruiter
- GSA Capital Services Limited
- Location
- London (Central), London (Greater)
- Salary
- £50,000-£70,000 (pro rata)
- Posted
- 03 Sep 2018
- Closes
- 01 Oct 2018
- Ref
- 225538974
- Sectors
- Banking & Financial Services
- Contract Type
- Contract
- Hours
- 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.
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