Quantitative Researcher

Recruiter
Green Park Research Limited
Location
London (Central), London (Greater)
Salary
£80,000-£100,000 per year plus discretionary bonus
Posted
01 Nov 2019
Closes
29 Nov 2019
Ref
225872927
Contract Type
Permanent
Hours
Full Time

Job Title: Quantitative Researcher

Location: London

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

Duration: Permanent

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.