Job Application

Annual Salary : £80,000-95,000 GBP per annum and benefits applicable by the Client

A leading top tier Client with a strong commitment to leveraging market innovations in technology and data to deliver high-quality returns is looking for a Portfolio Manager/Senior Quantitative Researcher with a focus on intraday or mid-frequency equities to be a part of a thriving, dynamic, collaborative investment team.

Principal Responsibilities

Conduct Alpha research and strategy development with a primary focus on: idea generation, data gathering and research/analysis, model implementation and back testing for systematic global equities strategies with intraday or medium-frequency holding periods

Combine sound financial insights and statistical learning techniques to explore, analyze, and harness a large variety of datasets in order to build strong predictive models which will be deployed to the investment process

Collaborate with the SPM and other team members in a transparent environment, specifically collaborating across books and engaging with the whole investment process (portfolio construction, risk management, etc.)

Preferred Technical Skillset

Strong research and programming skills

Bachelors, Masters or PhD degree in a quantitative subject such as Applied Mathematics, Statistics, Computer Science or related field from a top ranked university

Fluent in C++ or Python

Demonstrate strong abstract reasoning and independent problem-solving skills

Preferred Experience

Experience working in a quantitative research capacity focusing on systematic equities

A proven, independent track record developing, deploying, and managing strategies in the global equities space with an inception-to-date Sharpe Ratio of 1.5+

Highly Valued Relevant Experience

Experience exploring, researching, and deploying trading signals from various sources of data

Experience in quantitative finance, econometrics, and asset pricing

Curious, ambitious, self-starter mindset