A strong performing equity market neutral fund are looking to add an experienced quant researcher to their team in London. You will be working with discretionary PMs on portfolio construction and factor risk in addition to alpha strategy research.
- Strategy research and development
- Trading analysis and risk management for discretionary PM’s
- Creation and implementation of hedging and risk management methodologies.
- Portfolio construction and optimisation for PMs
- Researched into systematic equity long/short strategies
- Alpha capture and capital allocation
The ideal candidate will have experience in systematic equities in addition to working and communicating with fundamental PM’s.
This is a great opportunity to join a growing team with a strong presence in quantitative equities.
In order to apply please send your CV in WORD FORMAT to email@example.com or call UK: +44 (0) 208 004 4001