Quantitative Research Developer / London / Extremely competitive compensation

  • Extremely competitive
  • London, England, United Kingdom
  • Permanent, Full time
  • Sartre Group
  • 10 Aug 17

Sartre Group is partnering with the highly successful Asset Management unit of a prestigious global systematic Hedge Fund. In line with their current expansion plans, their Quantitative Research team is looking for a talented Quantitative Research Developer.

Our client is seeking a skilled technologist with exposure to quantitative research and financial analysis to work within a quantitative research function, assisting the investment research teams with portfolio optimization, development of automated hedging systems and financial data analysis.

 

This highly effective team is widely regarded as one of the most successful within this company, and the wider industry. With the high levels of exposure and responsibilities this role commands, any prospective candidates must have demonstrable experience of aptitude, working at the highest level of independence with unrivalled critical and analytical problem-solving skills.

 

Responsibilities will include, but are not limited to:

  • Developing automated hedging systems, portfolio optimization systems, and simulation environments for back-testing portfolio optimization scenarios
  • Assisting quant research team in the trading and management of equity portfolios
  • Researching and attribution of factors driving portfolio performance
  • Researching models for risk management and return improvement

 

Desired Profile:

  • Degree in Computer Science, Advanced Mathematics or related field
  • Min. 2 years of experience
  • Experience building Barra like multi-factor risk models
  • Exposure to portfolio optimization
  • Strong foundation in statistics
  • Excellent communication skills
  • PLUS – having exposure to development within equity research (long/short)

 

Required technical skills:

  • Programming in C++, R, Matlab
  • Experience with SQL/databases and Linux environment
  • Experience with any major scripting language (python/bash/perl/ruby etc.)

 

Keywords: Quantitative Research, Quantitative Development, Equities, Long/Short, C++, R, portfolio optimisation, risk modelling, statistics, SQL, databases,    

 

Contact: Magdalena Suchodolska - please feel free to reach out to me to discuss this position and its requirements via a confidential chat. Please note that only successful candidates will be contacted.

 

magdalena.suchodolska@sartregroup.com