Cooper Fitch
Senior Quantitative Researcher – Systematic Investment Strategies
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About the Role
I'm working with a leading global institutional investment platform that is building a world-class Systematic Investment Research team.
This is an opportunity for researchers who enjoy applying scientific methods to solve investment problems and develop systematic investment strategies using machine learning, large-scale data and quantitative research.
This is not a Quant Developer or Data Engineering role.
We're looking for individuals who have taken investment ideas from research through to production.
You'll be responsible for
- Researching and developing systematic investment strategies
- Designing and validating alpha signals
- Applying machine learning and statistical methods to investment problems
- Building predictive factor models
- Portfolio construction and optimisation
- Strategy backtesting and robustness testing
- Working with large-scale structured and alternative datasets
- Translating research into live investment strategies
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Ideal background
We're particularly interested in candidates from:
- Systematic Hedge Funds
- Quantitative Asset Managers
- Multi-Strategy Investment Firms
- Quantitative Research Teams
- Institutional Investors
- Quantitative Portfolio Management teams
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Experience we'd like to see
- Alpha research
- Signal generation
- Multi-factor investing
- Statistical arbitrage
- Global Macro
- Market Neutral strategies
- Portfolio optimisation
- Machine learning for investing
- Alternative data research
- Time-series modelling
- Large-scale research datasets
- Robust out-of-sample validation
- Scientific experimentation applied to investing
Technical skills
- Python
- SQL
- Machine Learning
- Statistics
- Optimisation
- Time Series
- High Performance Computing
- Cloud Computing
- Large-scale data processing
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