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Quantitative Researcher

London, UK

Job Summary

Researching, developing, implementing, backtesting, and optimising the firm’s transaction cost models and execution solutions and tools for systematic equities strategies. Must have 1-2 years experience in execution/market microstructure research (academic or in the industry).

Details

Role and responsibilities:

* Researching, developing, implementing, backtesting, and optimising the firm’s transaction cost models and execution solutions and tools for systematic equities strategies.
* Conducting market microstructure analysis to inform portfolio construction and execution
* Developing tools and methods to monitor trade performance (e.g., TCA)
* Carrying out quantitative research to create equity investment strategies
* Design of investment strategies and portfolio construction

What you will bring to the role

* Excellent academic background with a PhD/Master’s degree in a quantitative subject at a top tier university
* 1-2 years experience in execution/market microstructure research (academic or in the industry)
* Extensive practical knowledge of econometrics and statistical methods
* Detailed working knowledge of equity market microstructure
* Programming skills in a scripting language required, preferably Python
* Experience/Knowledge in empirical asset pricing and portfolio construction a plus
* Strong verbal and written communication skills

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  • Compensation: £ 115,000
  • Min Experience: 1 years

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