Quantitative Researcher, Credit

Responsibilities

• Using statistical models to conduct quantitative research
• End-to-end management of the research process
• Devise, test and apply portfolio construction and optimisation models
• Develop risk and transaction cost models
• Generate new alpha signals and adapt existing models to them
• Update investment strategies and trading platforms

Requirements

• MSc/PhD in a quantitative subject (e.g. Computer Science, Maths, Physics, etc) 
• 2+ years in quantitative finance, ideally experience with alpha signal development using statistical models, fundamental analysis, and data analysis
• Experience with optimal portfolio construction
• Excellent programming skills (e.g. Python, MATLAB, R)
• Experience in large data analysis
• Experience with fixed income assets desirable