The candidate will develop and enhance quantitative models for the portfolio's equity strategies, support the Portfolio Manager in implementing statistical models, and use machine learning to forecast market trends and optimize trading decisions.
Job responsibilities/duties
- Develop and enhance quantitative models for equity strategies.
- Conduct research and analysis to identify trading opportunities and improve existing strategies.
- Implement statistical models and machine learning techniques to forecast market trends and optimize trading decisions.
- Collaborate closely with traders, portfolio managers, and developers to integrate models into trading platforms.
- Monitor and analyze market data and performance metrics to evaluate strategy effectiveness and make necessary adjustments.
Qualifications
- Proficiency in programming languages such as Python, R, C++, Linux, SQL or MATLAB, with a focus on quantitative analysis and financial modelling.
- Strong understanding of equity markets and trading dynamics a plus.
- Experience with statistical analysis, time series analysis, and econometric modelling.
- Familiarity with financial data sources, databases, and data manipulation techniques.
Any other skillset and requirement
- Strong analytical and problem-solving skills with attention to detail.
- Ability to work independently and collaboratively in a dynamic team environment.
- Excellent communication skills to convey complex ideas and interact effectively with stakeholders.
- Adaptability to learn and apply new technologies and quantitative methods.
- At least 3 years of experience as a quantitative developer or strategist at a buyside firm, with a focus on equity strategies. Sell-side experience will also be considered.
- Master's or PhD in Quantitative Finance, Financial Engineering, Mathematics, Statistics, Computer Science, or a related quantitative field. Bachelor's degree holders with significant relevant experience will also be considered.
