Quantitative Researcher Execution Services
London, ENG, GB, United Kingdom
Job Description
Quantitative Researcher - Execution Services
The Central Liquidity Strategies (CLS) business manages a number of portfolios and products designed to optimize the firm's trading and execution approach by providing internal liquidity solutions for portfolio managers on both a risk and agency basis.
We are seeking an Alpha Researcher with experience in return / toxicity forecasting as it relates to market-making business offering pricing on larger blocks of equities either via outright risk pricing or other product structures.
Principal Responsibilities
Modelling
: Design and develop models to assist in alpha generation. Areas include: + Automated evaluation of signal performance over time and feature engineering techniques to drive improvements.+ Combination of multiple signals to produce a single useable alpha for different contexts and attribution of performance.
+ Robust estimation of key metrics such as signal correlations, decay, turnover and risk.
Rigorous Grounding:
Given inherent complexity and high dimensionality, employ methods to avoid overfitting and poor OOS performance based on sound statistical reasoning.Collaboration:
Work with team members to decide the overall direction, design, and architecture of the platform, and collaborate with key stakeholders across the business.Qualifications/Skills Required
Required Experience:
5+ years of experience in Quantitative Finance setting, with a proven track record of developing robust alpha models, preferably in an Equities context.Education:
PhD or Master's degree in Statistics, or a related field with an excellent understanding of the theory behind statistical and machine learning methods. *Technical Skills:
Proficiency in Python and/or KDB, preferably both.
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Job Detail
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Job IdJD4412191
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IndustryNot mentioned
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Total Positions1
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Job Type:Full Time
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Salary:Not mentioned
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Employment StatusFull Time
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Job LocationLondon, ENG, GB, United Kingdom
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EducationNot mentioned