Responsibilities
- Portfolio Construction-optimising and deploying signals.
- Managing the full trading pipeline from research to execution, including Risk and Factor Modelling.
Requirements
- Advanced degree in a quantitative field such as Mathematics, Physics, Computer Science, or Engineering.
- Demonstrated experience in equities, mid-frequency, extra-day trading.
- Clear quantamental background.
- Capacity to excel in a fast-paced environment, with rapidly evolving priorities.
- Strong coding skills in at least one of the following programming languages: Python, R, Matlab and /or C++, C#.
