Principal Responsibilities

• Work alongside the Portfolio Manager on developing systematic trading strategies, with a primary focus on:
  • Idea generation
  • Data gathering and research/analysis
  • Model implementation and back testing for systematic global equities strategies
• Conduct research across a variety of quantitative trading strategies, including but not limited to, fundamental, events, flow, statistical arbitrage.
• Conduct research across multiple regions including US, Europe, Japan and other non US equity markets.

Required Technical Skills

• Strong programming skills in any object-oriented language such as Python and C++.
• Strong Linux knowledge.

• Bachelors, Masters or PhD degree in a quantitative subject such as Computer Science, Applied Mathematics, Statistics, or a related field from a top ranked university.

Preferred Experience

• 0-5 years’ experience within quantitative equity strategies, as evidenced by experience at an asset manager, or trading groups within a hedge fund.
• For those with no prior experience, a relevant internship at a top firm is extremely advantageous.
• Strong experience and understanding of statistical modelling techniques for equities trading.
• Prior experience researching datasets across multiple regions.

Highly Valued Relevant Experience

• Candidates who have prior experience in managing intraday long short equity portfolios are highly valued.