Quantitative Researcher - London

Quantitative Researcher
London

A new, exciting and prestigious Hedge Fund based in London that invests across European credit markets is looking to bring on a quantitative researcher who has a background within machine learning/data science. The right individual will end up joining a team of exceptional investment professionals with the role providing a route into risk-taking in the future.

The role will have two key focus areas:

* Maintaining and contributing to surveillance of the financial markets
* Be able to evaluate and monitor factors such as e.g. market volatility, correlation breaks, statistic relationships, flows
* Assist the portfolio team in market moves
* Trade origination for long/short credit strategies
* Use of systematic market monitoring on aggregating fundamental research for the capture of pricing dislocations

Key skills:

* Minimum Master's Degree (preferable PhD) in quantitative discipline such as computer science, machine learning, data science, mathematics, econometric or statistics from a Top Tier University
* 1 to 5 year's experience in the financial markets
* Knowledge of fixed income instruments (incl. bond maths and derivative pricing dynamics)
* Knowledge of machine learning and algorithm design
* Programming skills in Python and SQL (experience in Tableau/Alteryx a benefit)

Job Reference: 
1509653
City: 
London
Postcode: 
SW1Y
County: 
London
Country: 
GB
Date Added: 
2018-11-25
Job Type: 
fulltime, permanent
Category: 
Finance and Banking
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