Equity Derivatives Trader

1 month ago


England, United Kingdom Selby Jennings Full time

I’m working with a senior quant portfolio manager running a significant book (3/4 yard) of fully systematic equity strategies. We are looking for a sub-PM or senior quant researcher, able to create their own strategies. It’s a great opportunity to get exposure to the entire investment process whilst establishing your own track record. You will be working closely with a more junior research profile to support you. The PM is based in London at a large hedge fund and is open to candidates working in London or Paris. Develop and implement mid-frequency systematic equity trading strategies in collaboration with our research and data analytics teams.
Utilize advanced quantitative techniques and statistical models to analyse market data and identify potential investment opportunities.
Manage and optimize existing systematic equity portfolios, ensuring alignment with investment objectives and risk parameters.
Conduct rigorous performance attribution and risk analysis to assess portfolio performance and make data-driven adjustments as necessary.
Collaborate with the PM and researchers to enhance the overall investment process and share insights across the pod.

Bachelor's or Master's degree in Finance, Economics, Mathematics, Computer Science, or a related quantitative field.
Proven experience building mid-frequency equity trading strategies with a Sharpe of at least 1.Strong proficiency in programming languages such as Python or R for data analysis and strategy development.
Expertise in utilizing statistical tools and machine learning techniques to develop trading strategies and improve performance.


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