Quant Coverage Analyst
- Recruiter
- Citadel Enterprise Europe Limited
- Location
- London (Central), London (Greater)
- Salary
- Competitive
- Posted
- 10 Apr 2019
- Closes
- 08 May 2019
- Sectors
- Banking & Financial Services
- Contract Type
- Permanent
- Hours
- Full Time
Title: Quant Coverage Analyst
Business Unit: Equity Quantitative Research
Location: London
Company Description:
We’re Citadel, a worldwide leader in finance that uses next-generation technology and alpha-driven strategies to transform the global economy. We tackle some of the toughest problems in the industry by pushing ourselves to be the best again and again. It’s demanding work for the brightest minds, but we wouldn’t have it any other way. Here, great ideas can come from anyone. Everyone. You.
If you aspire to:
- Drive impact every day with fundamental Portfolio Managers and Analysts across Citadel’s Equity businesses
- Mix quantitative disciplines, fundamental insights and creative problem solving to build tools that bring trading strategies to life
- Work in a team environment that closely integrates trading, quantitative research, and technology
- Work on meaningful projects that directly impact global markets
- Invest in a career with purpose
If you’ve got an interest in:
- Working directly with business leadership to make decisions about risk, portfolio construction, and technology that will directly impact Portfolio Managers and Analysts
- Liaising with Quantitative Research teams and Fundamental Portfolio Managers and Analysts to apply appropriate quantitative and risk tools to successfully impact existing strategies
- Conducting research and statistical analyses in the evaluation of securities including portfolio construction, multi-factor modeling, TCA and Market Impact Modeling
- Working with Portfolio Managers’ investment decisions with ad hoc statistical analyses leveraging proprietary tools and data and conduct research and automation of discretionary strategies within the relevant equity markets
Requirements:
- MS or PhD in a relevant and highly-analytical field (mathematics/statistics, finance/economics, engineering and/or computer science) with a strong academic record from a top tier university
- Prior highly-relevant financial industry experience in quantitative research/analytics, trading research, risk research, or portfolio management
- Demonstrated proficiency in statistical methods and a background demonstrating strong analytical problem solving skills, including but not limited to engineering, statistical modeling, computer programming, scientific laboratory course work, or similar independent research or thesis
- Experience developing factor models
- Experience with portfolio construction, risk models, and TCA/ transaction cost models
- Experience creating and using algorithms to meticulously investigate and work through large data or error-checking problems
- Hands on scripting experience in R, MATLAB, SQL and exposure to UNIX OS
- Leadership skills with the ability to work closely with fundamental businesses and cross-functional groups to deliver results on aggressive timelines
- Exemplary communication skills with the ability to communicate advanced concepts in a concise and logical way to technical and less technical audiences
- Commitment to excellence and rigorous attention to detail
Closing date: midnight 8th May 2019