Investment Portfolio Strategist

3 weeks ago


London, Greater London, United Kingdom Major Hedge Fund Full time
Job Overview

A mid-frequency market-neutral global systematic equities StatArb team at Major Hedge Fund is seeking a skilled Investment Portfolio Strategist to conduct signal research, construct portfolios efficiently, manage risk effectively, and execute trades.

The ideal candidate will possess strong quantitative skills and experience in alpha research and/or portfolio management.

This role encompasses:

  • Quantitative research and analysis for systematic equity trading, equity alpha generation, and portfolio construction
  • Development of intraday trading strategies and equity trading execution
  • Creation of statistical arbitrage alphas and trading strategies

Key Responsibilities:

  • Collaborate with the team to develop and implement statistical models for predicting equity price movements
  • Design and optimize intraday trading strategies to maximize returns while minimizing risk
  • Analyze and interpret large datasets to identify trends and patterns

Requirements:

  • Advanced degree in a highly quantitative field, including Mathematics, Statistics, Physics, Computer Science, Financial Engineering, etc.
  • At least 3 years of work experience in alpha research and/or portfolio management
  • Excellence in statistical modeling and strong programming skills, primarily in Python
  • Drive to achieve the best results with a hardworking attitude

Preferred Qualifications:

  • Experience in cash equities statistical arbitrage, equity futures, event arbitrage strategies, and alternative data structures
  • Knowledge of equity trading, flow data, algorithmic trading, execution, central risk book, and/or market microstructure
  • Expertise in intraday trading and transaction cost analysis
  • Familiarity with Pandas, machine learning, and NLP

Salary: $145,000 per year



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