What are the responsibilities and job description for the Quantitative Researcher for Systematic Strategies (London) position at Quanta Search?
Our client is one of the world’s premier investment firms. The firm deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of our effort is rigorous research into a wide range of market anomalies, fueled by our unparalleled access to a wide range of publicly available data sources.
Responsibilities:- Perform rigorous and innovative research to discover persistent systematic anomalies in futures markets with holding periods of intraday to a few days.
- Help improve existing strategies and portfolio optimization.
- Analyze tick-level data for execution enhancements.
- Be a core contributor to growing the investment process and research infrastructure of the team.
- Strong quantitative education. Masters or PhD preferred.
- 3 years of work experience in systematic alpha research, portfolio construction and optimization in futures markets.
- Experience developing short term alpha signals (intraday or a few days)
- Commodities specific knowledge is a plus.
- Experience managing and running risk.
- Collaborative mindset with strong independent research abilities.
- Previous experience with Java and Linux is a plus.
- Commitment to the highest ethical standards.