Quantitative Development Strategist
The incumbent candidate will be responsible for implemention of quantitative trading strategies within this established trading team at this leading Hedge Fund. This multistrategy firm we work closely with is looking to add two quantitative strategists into teams that span the entire lifecycle, working in close partnership with portfolio managers, software engineers and execution specialists.
The Quantitative #Strats team are either options or futures focused and our client expects a degree of flexibility in their nature - equal parts data scientists, software developers and traders. Our primary focus is on research & implementation of new trading strategies and the development of novel mathematical and computational techniques to support them.
We are looking for demonstrable experience in;
• Design and implementation of large-scale machine learning systems & data pipelines
• Data curation and development of new data sources, Signal analysis & feature engineering
• Portfolio construction & optimization
• Model construction, training and evaluation
• Tier One Masters or PhD in statistics, computer science, physics or related Hard Science discipline
• Excellent communication skills, fluent in English and proven team player aptitude
• Minimum THREE years experience in a data science, quantitative research or trading role
• Working experience of Machine Learning backtesting, alpha generation, regression analysis, and an understanding of real-world advantages/disadvantages
• Working knowledge of modern database technologies - relational (e.g. #MSSQL, #postgreSQL, #OracleDB) and/or #NoSQL backends (e.g. #MongoDB, #Cassandra, #Redis)
• Experience working with scripting (Python) and/or compiled languages (e.g. C/C++, #Java, #Scala) in a production environment (#Unix / #Linux)
• Heavy focus on #Python data science stack (#numpy, #scipy, #pandas, #sklearn, #tensorflow, etc.)
• Experience with version control systems (Git), collaboration tools (issue trackers, shared repos, etc) and development workflows (CI/CD, automated testing, code reviews)