Cross Asset Quantitative Researcher – Systematic Investment strategies – London based Asset Manager
Octavius Finance Londres, Royaume-Uni
We are currently working with one of the world’s leading asset managers who are seeking an adept quantitative researcher who has noteworthy cross-asset experience. This individual will join a London based team where they will partner with Portfolio Managers and Strategists across asset classes (including Fixed Income, Equities and Commodities, and related options markets) in designing, testing and implementing systematic investment strategies.
Requirements
* A strong academic background, including a master’s level degree in a quantitative discipline.
* 3-5 years of relevant professional experience, gained on either the Buy side or Sell side.
* Demonstrable experience of collecting and manipulating large and complex financial data sets, and of portfolio optimization.
* A solid grasp of derivative pricing.
* Strong programming skills, including Python.
If you think you could be a good fit for this role, please send your CV in WORD format to quantresearch@octaviusfinance.com
Octavius are a boutique specialist head hunting firm operating in Global financial markets. We focus on mid-senior level appointments primarily within...
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