Quantitative Researcher for Systematic Strategies (London)

Our client is one of the world’s premier investment firms. The firm deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of our effort is rigorous research into a wide range of market anomalies, fueled by our unparalleled access to a wide range of publicly available data sources. Responsibilities

Perform rigorous and innovative research to discover persistent systematic anomalies in futures markets with holding periods of intraday to a few days. Help improve existing strategies and portfolio optimization. Analyze tick-level data for execution enhancements. Be a core contributor to growing the investment process and research infrastructure of the team. Requirements

Strong quantitative education. Masters or PhD preferred. 3+ years of work experience in systematic alpha research, portfolio construction and optimization in futures markets. Experience developing short term alpha signals (intraday or a few days). Commodities specific knowledge is a plus. Experience managing and running risk. Collaborative mindset with strong independent research abilities. Previous experience with Java and Linux is a plus. Commitment to the highest ethical standards.

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