Job Title: Quantitative Researcher
Hours: 8:00am – 6pm
Salary: £80,000-£100,000 per year plus discretionary bonus
Work pattern: 5 days a week
Employer: Green Park Research Limited
Number of positions: 1
GPR requires a Quantitative Researcher/Analyst to work on the development of systematic trading strategies within one of our research teams.
Main responsibilities of the role include:
- 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 using Python and/or MATLAB to facilitate efficient research, backtesting and production implementation of quantitative trading strategies.
As a Quantitative Researcher/Analyst, you must have:
- Commercial experience within systematic trading
- Familiarity with the nuances of a wide variety of datasets used in systematic trading and deployed profitable strategies on such datasets in the past
- Professional expertise working on alpha generation, alpha selection and portfolio optimisation within equities; past commercial experience of generating high quality ideas that can be translated into scalable strategies
- Professional experience of developing software using at least two of the following programming languages: Python, C++ or MATLAB.
- A minimum of a Bachelor’s degree from a world leading academic institution in a STEM subject; preferably in the top percentile of the graduating class
- Deep understanding of core Mathematical fundamentals – for example linear algebra, probability theory and statistics.
Closing date for applications is 29 November 2019.