Description
We are currently working in partnership with an investment bank, who are looking to add a Quant Strategist, to their Global QIS team. There strategies are systematic Equity Volatility and Systematic Macro, and they are looking for a passionate individual with similar experience to these strategies. Your key responsibilities will include: Conduct extensive research and analysis to develop and enhance Systematic Equity Volatility and Systematic Macro strategies. Collaborate with cross-functional teams to implement and test new trading models and algorithms. Analyze large datasets and apply statistical methods to identify market trends, patterns, and opportunities. Stay updated with industry trends, regulatory changes, and technological advancements relevant to QIS, Systematic Equity Volatility, and Systematic Macro strategies. Requirements: Strong background in quantitative research, mathematics, finance, or a related field. Proven experience in developing and implementing Systematic Equity Volatility and Systematic Macro strategies within the financial industry. Proficiency in programming languages such as Python, R, or MATLAB, with the ability to manipulate and analyze large datasets. Solid understanding of statistical modeling, time series analysis, and machine learning techniques. If you meet the above requirements, please send your CV in a WORD format to quantresearchoctaviusfinance.com to speak to one of our experienced consultants.