Quant Researcher – Systematic Equities - Machine learning (ML) and natural language processing (NLP)
- Londres, Angleterre, Royaume-Uni Londres Angleterre GB
- CDI, Plein-temps
- Octavius Finance
- 13 juin 18 2018-06-13
A leading investment bank is looking to add to their quant research tea, the team specialist in systematic equity strategies therefore you will be involved in Portfolio construction, Risk/factor models and Transaction cost analysis.
The team research and develop quantitative long-only and long -short unstructured data strategies therefore require a Quant researcher with a background in Natural Language processing.
You should be experienced in integrating NLP into the equity quant research process already.
Prior Buy side experience is a plus but is not essential.
Your responsibilities will include:
- Development of Multi-factor/Risk Premia strategies for Quant equities
- Using machine learning (ML) and natural language processing (NLP) techniques to do text analysis
- Generating alpha from various alternative datasets including proprietary web-scraped data
- Working on market neutral textual analysis for Quantitative strategies
- Research on portfolio construction using machine learning techniques
- Contribute from idea generation to production and implementation
- Development of Alpha signals based on news analysis
- Development of Signals by combined with company fundamentals and sentiment data
- Developing cutting-edge next generation analytics for Quantitative equity strategies
The ideal candidate will have around 5-7 years experience (VP Level) however this can be flexible.
This is an excellent opportunity to join one of the most highly regarded and innovative teams in the Market.
The team is not only growing but also investing heavily into this area of data analytics.
In order to apply please send your CV in WORD FORMAT to firstname.lastname@example.org