Quantitative Researcher, Securities & Deriv Trading

Job Description

Overview

This asset management firm oversees assets for global pensions, sovereign wealth funds, endowments, foundations, investment management advisors, and qualified individual investors. They manage both quantitative and discretionary trading portfolios with various return and volatility objectives, as well as blended portfolios that integrate both strategies. These strategies cover a wide range of markets, including global interest rates, currencies, commodities, and equities, aiming to achieve attractive absolute and risk-adjusted returns with low correlation to traditional assets and other alternative strategies.

The firm's sustainability and success are built on the experience and effectiveness of its team. Talent cultivation, diverse idea encouragement, and the recognition of all contributions are prioritized. Each employee is responsible for empowering their colleagues. The firm believes in the power of collaboration and that transparency and openness to new ideas drive innovation.

Position Description

A Quantitative Research Analyst is sought for the Quantitative Strategies team. The role involves enhancing current trading systems and developing new systematic trading signals to diversify the firm’s main strategies. The analyst will also focus on maximizing performance and competitiveness through advanced quantitative analysis, risk management, and portfolio optimization methods.

Responsibilities

• Enhance the efficiency, profitability, and robustness of existing trading signals.


• Develop new trading signals to diversify production strategies in terms of style, alpha source, and markets traded.


• Create portfolio construction and optimization methods to maximize performance while managing risk, drawdowns, and trading costs.


• Improve portfolio scalability and flexibility to meet bespoke client investment needs.


• Follow rigorous research and development procedures to minimize differences between simulated and actual performance.


• Collaborate within a research team environment using shared development tools to ensure robust implementation of research and production trading systems.


• Coordinate with other departments such as technology, operations, trading, marketing, and accounting to ensure efficient and accurate implementation and monitoring of ideas.


• Regularly present research findings and ideas to management and the investment committee.


• Undertake other projects as directed by senior management.

Requirements

• MS or PhD in a quantitative field like science, engineering, or finance.


• Over 5 years of relevant experience.


• Experience with securities and derivatives markets and investment processes, particularly in mid-to-low frequency systematic strategies.


• Advanced programming skills in languages suitable for quantitative design.


• Ability to distill complex topics into clear written commentary.


• Strong verbal and written communication skills.

Equal Employment Opportunity

This firm provides equal employment opportunities to all employees and applicants without discrimination based on race, color, religion, gender, age, national origin, ancestry, citizenship status, disability, marital status, sexual orientation, gender identity, pregnancy, military status, genetic information, or any other characteristic protected by law. This policy applies to all employment terms and conditions, including hiring, placement, promotion, layoff, termination, transfer, leave of absence, and compensation.