Senior Quantitative Researcher Equities – Hedge Fund

Responsibilities:

• At least 5 years maximum 10 years of experience within high-frequency trading in equities
• Experience with alpha research
• Managing all aspects of the research process
• Pricer enhancements (dividend swaps, financing swaps, TRS/PRS, …)
• Market Data Acquisition
• Past experience in coordinating Quant support globally for Forward Trading, modeling and trading
• Has experience with research trading strategies
• Portfolio optimization
• Time series modeling/ simulation or quantitative research experience
• Experience in working with large & complex data sets
• Evaluating new datasets for alpha potential
• Contributing to the continuous improvement of the investment process and the team’s research and trading infrastructure
• Creating new alpha signal/ alpha generation (has a track record)

Requirements:

• MS or PhD in finance, computer science, mathematics, physics, or other quantitative disciplines
• Researching systematic equities strategies
• Experience with alpha research
• Strong programming skills in Python
• Strong analytical and quantitative skills
• Hedge fund background is not a must but preferable
• Willing to take ownership of his/her work, working both independently and within a small team

Location: Paris, France

Salary:  Competitive + Bonus

REFER A FRIEND

If you're interested in this opportunity, please forward you're CV. Alternatively, if you would like to know more information or have a confidential discussion please contact Shanaz Rob- call on +44 (0)203 603 4474 email info@srinvestmentpartners.com

Apply now