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Design and Develop strategies and portfolio management tools using R
Working on research projects on equity markets
Performance and Risk Analytics, building a multi-factor alpha model to decompose a fund's performance into factor, factor-timing and idiosyncratic components
Constructing portfolios based on factor scoring models
Integrating Axioma risk Model and Risk attribution analysis.
Produce volatility and market risk analysis in R
Design and integration with existing C# frontend platform
Developing and maintaining various Global and Regional risk models for Equity portfolios
Constructing and back-testing strategies and analysing strategy backtest results
Data Mining and Deep Learning analysis of Trades, Positions and Price data
As a Desk Quant you will be responsible for both development and Quantitative Research of Quantitative equity strategies.
The ideal candidate will have some experience partnering with Portfolio Managers to build better portfolios and manage portfolio risks and be familiar with portfolio construction/Optimization and Factors Risk Models. trading and alpha generation.
This is an immediate hire and interviews are taking place via Zoom.
In order to apply please send your CV in WORD FORMAT to email@example.com or call UK: +44 (0) 208 004 4001.