Researcher – Intraday Futures

Capital Markets Executive Search
Published
8 December 2023
Location
UK

Description

Our client, a systematic hedge fund, have an exciting opportunity for a Quant Analyst to join a successful trading team of 4. Responsibilities: Perform rigorous and innovative research to discover persistent systematic anomalies in futures markets with holding periods of intraday to a few days. Help improve existing strategies and portfolio optimization. Analyze tick-level data for execution enhancements. Be a core contributor to growing the investment process and research infrastructure of the team. Requirements: Strong quantitative education. Masters or PhD preferred. 3 years of work experience in systematic alpha research, portfolio construction and optimization in futures markets. Experience developing short term alpha signals (intraday or a few days) Commodities specific knowledge is a plus. Experience managing and running risk. Collaborative mindset with strong independent research abilities. · Previous experience with Java and Linux is a plus. · Commitment to the highest ethical standards. To obtain a full job description and to discuss the role in confidence, please reach out to Tom on tom.occapitalmarkets.ie or 353 87 198 8014.

Source

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