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Great opportunity to join a World Leading and multi-award winning Hedge Fund with over $40b AuM and 400 staff across London, New York and Hong Kong. The firm is known for excellence Worldwide and is consistently ranked in the top 3 funds Globally for performance, but recognition of the need to retain a competitive edge and drive an environment that encourages innovation. They have a distinctive culture developed over two decades that is meritocratic, challenging, innovative and stimulating. The talent, passion and vision of their employees are the engines that drive the company's evolution. They share a common set of values rooted in integrity, entrepreneurial flair and professional excellence. Consequently, the atmosphere is both collaborative and dynamic, while offering considerable potential for rapid individual advancement. This seat is to join the firm as a key member of the already hugely successful Quantitative Trading Group, your mandate will be as a senior research contributor identifying, building and deploying new equity long/short alpha strategies. The team is of exceptionally high calibre and the firm would like to meet with candidates who are still in love with deep mathematical and statistical research, mining large structured and unstructured datasets for signals and patterns, and developing alpha trading models.
Research and identify new alpha and designing new quantitative equity long/short models
Research and analyse large datasets for new signals and patterns
Developing and Implementing new statistical models
Maintaining a framework for back-testing and reporting trading strategies
Designing, implementing, and deploying new trading algorithms
Exploring new trading ideas by analyzing data and market structure for patterns
Creating tools to analyze data for patterns
Contributing to libraries of analytical computations to support data analysis and trading
Developing, augmenting, and calibrating exchange simulators
Must have front-line Equities Alpha Research experience, horizon between days to weeks
Must have Hedge Fund, Asset Management or Proprietary Trading experience
MSc or PhD in Mathematics, Statistics, Probability, Computer Science
Strong commercial experience in Quantitative trading strategy research and design, systematic/automated models
Possess a complete understanding of the alpha research and development process
Excellence in pattern recognition, back-testing, simulation, and statistical techniques (auto-regression, auto-correlation, and Principal Component Analysis)
Superb data-mining and analysis skills, including experience dealing with a large amount of data/tick data
Commercial experience applying Machine Learning techniques to Quantitative Trading models is highly desirable
Programming skills in MATLAB, Python or similar
The ability to think rigorously and independently
Min 3 years commercial experience
Professionalism, maturity and adaptability
A communicative and pro-active person with a strong desire to complete extremely complex problems
Genuine passion for Mathematics, Statistics and Probability
Ability to prioritise and delivery focused. Ability to stay calm in pressurised situations.
Passionate about Financial Markets, liquid strategies and deep research
Competitive basic salary
Market leading annual bonus
Executive benefits package (health, pension etc)
Flat, meritocratic and collaborative culture
Cutting edge technology platforms
Exceptional support structure
Exquisite working environment
Free Onsite Coffee Shop and Snack Bar
Free Onsite Restaurant
Free Onsite Gym with personal training
Relocation and sponsorship available for highly experienced candidates
Internal Number: 4626262
About Winston fox
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