Job verified 6 hours ago

Cross Asset Alpha Researcher/ London / Hig

eFinancialCareers·London (South East England)On-site

Salary not stated

Vox Summary

Role responsibilities: Conduct quantitative research using statistical and predictive modelling techniques, develop trading strategies, identify opportunities, and track strategy behaviour.
Key requirements: Experience with quantitative models for equities, futures, FX; PhD in a quantitative discipline; ability to conduct independent research with large data sets.
Technical skills: Programming in C++, Java, or Python; work involves translating mathematical models into code and developing models collaboratively.
Conditions: Location: London; company name: eFinancialCareers; no specific salary or benefits mentioned.

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Job description

Role:- Researchers are responsible for conducting quantitative research using statistical and predictive modelling techniques. Research and implement various trading strategies Identify new trading opportunities by using statistical methods and analysing large data sets Ensure that all data and related processes are prepared and check over strategies that have been implemented as well as tracking their behaviour Work closely with other researchers to develop and continuously improve upon mathematical models, and help translate algorithms into code Requirements:- Experience of researching, or implementing quantitative models for equities, futures, and/or FX. Cross asset experience is ideal. PhD in Maths, Stats, Physics, Computer Science, or other quantitative discipline. Demonstrated ability to conduct independent research utilizing large data sets Programming in any of the following: C++, Java, , Python. Detail-oriented Apply:- Please send a PDF resume to