Senior Quant Researcher - Systematic Equites

Work collaboratively with other researchers to design new strategies and trading signals. Participate in risk management discussions, have responsibilities in trading operations. Have exposure to the entire investment pipeline.

• Background: Mathematics, Computer Science, Physics or Engineering.
• PhD or Master degree in a high rank university.
• Required Mathematical skills: Advanced linear algebra, optimisation theory, statistics (time series and high-dimensional) and machine learning knowledge, signal processing.
• Required programming skills: good knowledge of modern Python and its numerical, stats and machine learning packages; multiple years of practice. Skills in other programming languages are also appreciated. Familiarity with Linux systems, various databases, understanding of algorithm design and complexity.
• Research: minimum 5 years of experience in alpha research (including data exploration and feature engineering), portfolio construction and/or execution. Understanding of extraday and intraday particularities. Main focus is on equities, knowledge and practice of ETFs, futures, FX or option trading is considered too.

• A flexible research environment whereby technology is key to our success
• Opportunity to be highly involved in the decisions that shape our trading
• A collaborative environment where you're empowered and supported to achieve your ambitions
• The upside of start-up without any of the associated risks
• Great, friendly, informal and highly rewarding culture