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Quantitative Investment Strategies (QIS) - Equities and FICC

Job Title: Quantitative Investment Strategies (QIS) - Equities and FICC
Contract Type: Permanent
Location: City of London, London
Industry:
Salary: bens
REF: ND784958_1523901668
Contact Name: Nick Derewlany
Contact Email: nick.derewlany@ojassociates.com
Job Published: 8 months ago

Job Description

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