My client is a leading global systematic hedge fund, specializing in trading global equities and futures. They have a strong emphasis on quantitative research and data-driven strategies and are actively hiring within their London office. The team is at the forefront of innovation in systematic trading, utilizing cutting-edge … London. As a key member of the research team, you will play a crucial role in developing and implementing quantitative trading strategies across global equities and futures. The ideal candidate will have a proven track record in systematic trading, with a deep understanding of financial markets and quantitative analysis techniques. … Responsibilities: Conduct research to develop and enhance systematic trading strategies across equities and futures products. Utilize quantitative techniques and statistical analysis to identify alpha signals and optimize trading models. Collaborate closely with the senior quants to implement strategies and manage risk effectively. Analyze market data, identify trends, and generate actionable more »
the TCFD Recommendations (Task Force on Climate-Related Financial Disclosures). Working knowledge of different aspects of finance, including important asset classes ( Fixed Income, Equities, Commodities, including Derivatives), types of stakeholders (Institutional Investors, Exchanges, Asset Managers, Regulators), Risks Assessment, New Regulations (e.g. Basel III/IV). Working knowledge of … important Sustainable Finance standards. This includes financial products such as Fixed Income (ICMA Green Bonds Principles, ISO 14030), Equities (SASB, GRI), EU Taxonomy Working knowledge of Digital Data Technologies (e.g. Internet of Things, Artificial Intelligence, I4.0, Analytics, DLT) within the context of green and sustainable investments for social, environmental, and more »
data to deliver high-quality returns is looking for a Portfolio Manager/Senior Quantitative Researcher with a focus on intraday or mid-frequency equities to be apart of a thriving, dynamic, collaborative investment team. Principal Responsibilities Conduct alpha research and strategy development with a primary focus on: idea generation … data gathering and research/analysis, model implementation and back testing for systematic global equities strategies with intraday or medium-frequency holding periods Combine sound financial insights and statistical learning techniques to explore, analyze, and harness a large variety of datasets in order to build strong predictive models which will … C++ or Python Demonstrate strong abstract reasoning and independent problem-solving skills Preferred Experience Experience working in a quantitative research capacity focusing on systematic equities A proven, independent track record developing, deploying, and managing strategies in the global equities space with an inception-to-date Sharpe Ratio of 1.5+ Highly more »
or C++ programming; and will gain the opportunity to establish their own team with significant scale and growth potential. Stat Arb Portfolio Manager - London (Equities) The Role Manage a quant/stat arb portfolio in cash equities or equity futures Research and develop new signals/trade ideas Manage portfolio … skills with previous experience in working with large datasets would be beneficial Strong programming skills in Python or C++ Stat Arb Portfolio Manager - London (Equitiesmore »
Quantitative Trader - Cash Equities, Options or Futures A high frequency electronic trading firm in London is seeking a Quantitative Trader in their growing trading teams in Cash Equities, Options and Futures. This is an excellent opportunity to deploy either market-making or position taking strategies utilizing ultra low-latency technology. more »
mathematics, physics, economics or similar A demonstrable interest in global financial markets, evidence by internships or career choices Ideally exposure to systematic or discretionary equities trading Some fluency in your programming language of choice (they use Python for research) Ability to apply technical skills in order to understand complex market … the entire end-to-end trading system Excellent communication and teamwork skills No finance experience is necessary, although experienced industry candidates, especially those with equities exposure and those mentoring or leading small teams, are encouraged to apply. Benefits Great starting salaries High-potential discretionary annual bonus scheme Private healthcare and more »
Trader - CFD Market Making Leading London-based trading firm has an outstanding opportunity for a trader to join their low latency trading team. Our client is a leading quant prop trading and market-making business. They operate across CFD's more »
Global Sector Research Manager Border to Coast Leeds (Hybrid) Border to Coast is one of the largest asset pools in the UK and the largest asset manager outside of London and Edinburgh, responsible for c. £43bn across a range of more »
