Equity Quantitative researcher – Systematic Stock selection strategies – Asset management – New York

Within this position you will be:-

• Developing and implementing equity systematic stock selection strategies
• Building systematic trading platforms in Python
• Back-testing infrastructure for daily as well as intraday simulations involving execution modelling.
• Building portfolio optimization frameworks
• Creating factor risk models used for back testing and live monitoring

Applicants must:-

• Have experience Working on the buy side
• Have experience within factor model construction, dynamic factor rotation, optimization and risk modelling.
• Be fully approved to work in the US.
• Have a PHD/MSC in a quantitative capacity from a leading school.
• Have excellent statistical modelling skills.

This is an excellent opportunity to join a world renowned team, working on one of the most advanced platforms. The team is small but experienced therefore you will receive lots of exposure.

In order to apply please send your CV in WORD FORMAT to quantresearch@octaviusfinance.com

Interviews have already begun to take place.