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#.