Are you ready to make an impact in the world of equities trading? As a Quantitative Researcher, you will drive innovation and optimize trading processes through advanced data analytics and modeling. Join our global team and leverage your skills to shape the future of financial markets.
Job Summary:
As a Quantitative Researcher in the Cash Equities team, you will focus on portfolio optimization, risk analytics, and systematic trading. You will lead the research agenda for central risk book trading, using data analytics and programming to drive business transformation. Your role will involve developing models, collaborating with trading desks, and implementing trading strategies.
We offer comprehensive training and growth opportunities to enhance your skills and advance your career. Our diverse team supports a wide range of business functions, providing a unique environment for professional development. We are committed to accommodating diverse needs and fostering an inclusive workplace.
Job Responsibilities:
- Work closely with trading to build analytics and data-driven processes that automate and optimize trading quantitatively, with special focus on central risk trading.
- Contribute from idea generation to production implementation: perform research, design prototype, implement analytics and trading strategies, support their daily usage, and analyze their performances.
- Develop models for market making taking into consideration fundamental and quantitative features, and historic behavior using statistics, machine learning or heuristics.
- Work with the business to recycle risk and devise hedging strategies accordingly.
- Collaborate broadly with QR teams across regions to build reusable libraries and tools to advance the research and development plan.
Required Qualifications, Capabilities, and Skills:
- You have a strong quantitative background, as well as practical problem-solving skills.
- You have direct working knowledge of portfolio optimization and risk models in portfolio management or equities trading, in equities.
- You like working closely with trading desks, understanding their business, and have a strong mind-set of ownership to have an impact on the way they operate.
- You demonstrate proficiency in code design and programming skills, with primary focus on Python, KDB, C++ or Java in a commercial environment.
- You have practical data analytics skills on real data sets gained through hands-on experience, and can handle and analyze complex, large scale, high-dimensionality data from various sources.
- You quickly grasp business concepts outside immediate area of expertise and adapt to rapidly changing business needs.
- You think strategically and creatively when faced with problems and opportunities. You always look for new ways of doing things.
- Your excellent communication skills, both verbal and written, can engage and influence partners and stakeholders.
Preferred Qualifications, Capabilities, and Skills:
- Strong graduate degree (MS or PhD) in a quantitative field (Computer Science, Mathematics, Physics, Statistics, Economics, …).
- Strong expertise in statistics and machine learning in financial industry.
- Robust testing and verification practice.
- Direct Experience with electronic trading, and knowledge of trading algorithms.
- Experience in finance: electronic trading, portfolio analytics (risk modelling, portfolio optimization, synthetic trading, ETF trading), trading strategies (high to low frequency: market making, statistical arbitrage, option trading…), or derivatives pricing and risk management.
- Knowledge of equity product is a plus, but not strict requirement.
