Hot Job Details
Job Ref : wiz0795
Job Title : Quantitative Analyst
Industry Sector : Investment Banking
Salary : Competitive
Location : UK
Job Type : Permanent
Job Description :
Equities Quantitative Analyst required by world leading global wealth manager, investment bank and asset manager.
The Client has an electronic trading product, which is used to execute orders on behalf of clients in markets around the globe. The role offers an pioneering opportunity to learn about global electronic trading, working for the industry-recognized market leader in Algorithmic Trading. The successful candidate will work very closely with the trading desk and be directly involved in a challenging and high-profile area of the finance industry. The role will also entail quantitative work across a Cash Equities platform
Role:
- Focus on intraday equity markets and research behind enhancements towards execution algorithms and execution performance analysis.
- Primary responsibility will be for fundamental research to enhance existing and explore new trading algorithms, including performance analysis to facilitate this
- Involvement across the entire research and implementation process – from idea generation and backtesting to overseeing implementation, performance reviews and ongoing calibration
- Further work includes more bespoke and/or customised targeted improvements and analysis
- Tech development will be required with automation and repeatability a focus, though exact responsibilities will depend on experience/expertise
- Primarily an agency execution focus rather than a proprietary trading focus
Skills:
- Scientific academic background (physics/maths/engineering/etc, PhD preferred but will consider Masters with relevant Thesis topic)
- 3-5 years’ experience in a major sell-side financial institution with agency algo trading systems in a quantitative research and analysis role
- Experience and demonstrated research in Intraday Equity Markets using High Frequency Tick data
- Programming (especially Matlab, but also Java, C#, C++, R, Python, etc) and demonstrated ability to automate repetitive tasks and research
- Bonus if you have :
- A track record of relevant research in intraday equity markets e.g. at PhD or Post Doc levels
- Experience with time series & machine learning research, especially with financial applications of this research
- Experience analysing and making concrete suggestions to improve execution performance, and experience proving / demonstrating these improvements
- Visualisation tools (e.g. Tableau)
- Ability to perform under pressure, both on individual and team assignments
- Good social skills, written and conversational, and ability to defend own research and theory to peers whilst incorporating alternative viewpoints