Job offer
Quantitative Researcher - Discretionary
The Quantitative Researcher - Discretionary works closely with portfolio managers to generate value through signal development, data modeling, and market heuristics. The role requires experience in quantitative research, knowledge of Python and data analysis techniques, and a strong understanding of financial markets and portfolio construction.
Tasks
- Work closely with discretionary portfolio managers to add value to their process through signal development, data-driven modeling, and testing/development of market heuristics.
- Support our discretionary portfolio managers through market impact modeling, portfolio construction, and optimization.
- Test and implement signals using traditional and alternative data sources.
- Quickly and accurately track incoming information to inform portfolio construction and suggest how discretionary PM teams can benefit from it.
- Collaborating with team members and communicating complex technical concepts to a less technical audience.
- Stay up to date with market trends and continuously seek opportunities to improve existing processes and innovate using quantitative methods.
Requirements
- Familiarity with market-neutral investment challenges.
- Ability to explain technical details to a non-technical audience.
- Understanding portfolio construction and optimization.
- Experience in using tick data for stock and credit markets.
- Knowledge/understanding of the structure and drivers of returns in financial markets.
- Excellent academic background, preferably with a STEM major.
- Strong knowledge of Python and experience with data analysis techniques and relevant libraries.
- Proficiency in using Linux and version control (e.g., Git).
- Preference will be given to candidates who have experience with optimization tools such as Matlab or similar.
- Familiarity with credit markets is advantageous but not required.
- More than 2 years of experience in a quantitative research/trader role or as a fundamental analyst.
We offer
- A comprehensive benefits package that includes competitive vacation entitlements, pension/ACTS, life and long-term disability coverage, group health insurance, enhanced parental leave, and long-term service awards.
- Depending on your role, you may also enjoy additional benefits such as private health insurance, discounted gym memberships, and pet insurance.
- Opportunities to make a difference through our charitable and global initiatives, while advancing your career through professional development and taking advantage of flexible work arrangements.
- Annual "thank you" days of paid leave for community work.
Job details
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