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Quantitative Investment Strategies (QIS) - Equities and FICC

Location: City of London, London
Salary: bens
Posted: 4 days ago
Contract Type: Permanent
Industry: Data Analytics & Quantitative
Contact Name: Nick Derewlany
Contact Email: nick.derewlany@ojassociates.com
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No consultant information available

Quantitative Investment Strategies (QIS) - Equities and FICC

The role will involve developing and implementing Quantitative Investment Strategies, pricing and developing automated pricing tools, and pitching solutions to both internal and external clients. The role would best suit someone with experience in a similar role, with a developed technical understanding of QIS, excellent communication skills and strong business acumen.

The Role:

* Developing and implementing Quantitative Investment Strategies
* Back-testing and forward-testing strategies
* Pricing and developing automated pricing tools, primarily using Python
* Pitching solutions to internal and external clients
* Working in collaboration with trading and quant teams to optimise performance

Requirements:

* At least 5+ years' experience in a Risk Premia / QIS role
* A developed understanding of Equity products and/or Volatility products
* A strong educational background, including a Master's Degree from a top university in a relevant subject (e.g. Engineering, Mathematics, Quantitative Finance)
* Strong coding abilities would be extremely advantageous - particularly in Python, Matlab or R

- experience in portfolio construction, variance, equity risk premia, equity factor modelling, performance attribution, autocorrelation etc
* The ability to speak multiple European languages would also be advantageous

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