Intraday Portfolio Strategist

4 days ago


London, Greater London, United Kingdom Anson McCade Full time

About the Role

We are seeking a highly skilled Quantitative Portfolio Manager to join our team at Anson McCade. As a key member of our intraday/mid frequency trading strategies group, you will be responsible for designing, backtesting, and deploying trading strategies, as well as monitoring and optimising them over time.

The ideal candidate will have a strong background in statistical analysis and machine learning, with experience in programming languages such as Python and C++. A Master or PhD level degree from a prestigious university in a numerate field is also required.

Key Responsibilities:

  • Designing, backtesting, and deploying trading strategies, monitoring and optimising them over time.
  • Building a team of Quant Researchers and Traders or building out as a standalone PM.

What You'll Need:

  • A Master or PhD level degree from a prestigious university in a numerate field. Previous successful candidates have degrees in Engineering, Physics, Mathematics, Computer Science, etc.
  • Coding proficiency in at least one language, such as C++ or Python.
  • At least three years of experience as a Quantitative Researcher, where you used sophisticated data science methods for the research and optimisation of strategies, with Sharpe ratios of 2+


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