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Investment Manager Recruiting mid- level Long Only Equity Quant Analyst - London, United Kingdom

Fri, 07 Jul 2017 20:43:09 GMT

Leading Investment Manager are recruiting a mid- level long only Equity Quant Analyst Role:- They are looking to add a quant analyst to their equity team . Your role will be to help the team to develop and implement algorithms which predict price changes in equity markets as well as constructing portfolios based on quantitative signals . Requirements:- They are looking for someone from a long equity only asset manager who has experience in low and mid frequency equity modelling . You should be able to demonstrate an interest in modelling and implementing quantitative equity strategies and of equity data such as market , analyst forecasts and fundamental company data . Any experience of modelling using fundamentals is beneficial. Programming will be an important part of your job and strong python is essential for this role. They are looking for people who are from a more traditional asset management background rather than statistical arbitrage and generic CTAs. Apply:- Please send a Word CV to Sara Hunter at

Paris Bank Hiring Long/ Short Equity Quants - Paris, France

Wed, 28 Jun 2017 20:13:00 GMT

Leading Investment Bank are looking to hire an equity statistical arbitrage quant trader in a role sitting on their statistical arbitrage trading desk in Hong Kong. This is a well established quant trading platform and covers primarily Asian equities. Role:- The group has had tremendous success in the past few years and has steadily improved the team with some of the most talented traders and quants in the market. The role will involve working in a team based environment to research and back test trading high frequency equity strategies and algorithms. This is an opportunity to work within an integrated team of quantitative traders and make an immediate contribution to the trading effort. The role will involve:- Developing , modifying, optimizing, testing and implementing real time quantitative trading strategies and risk models. Handling all aspects of the research process including methodology selection, data collection and analysis, testing, prototyping, performance monitoring and backtesting. Systematic/Quantitative trading. Requirements:- 2 plus years experience in research and deploying profitable equity focused statistical arbitrage strategies. In order to apply for the role you must been experience within:- - Statistical Arbitrage Trading - Quantitative Equity Trading - Back-testing trading strategies. - Researching, modelling & implementing fundamental and technical based strategies - Creating/implementing low to mid frequency equity strategy. - Signal generation. Ability to explain what and why you are currently doing; understand conclusions. MSc/PhD from a top Institution in a very quantitative focused thesis: Applied Mathematics, Physics, Statistics and Probability (Ranked as top 20% in class for bachelor's degree) Preferred : specific schools/universities in France (X, Centrale, Mines, Ponts, Master in Probablility in Paris 6/7, ENSAE, research labs in physics) • An applied research experience in Mathematics, Physics, Statistics showing a strong working knowledge of analyzing/calibrating models on bid data sets and programming (C++, C#, R, SPlus) French speaker. Ideally based in Paris already or strong motivation to be based in Paris. Apply:- Please send a Word CV to Tina Kaul at

Chicago Hedge Fund Hiring Quant Researchers / Cross Asset Trading / $ High - Chicago, United States

Wed, 28 Jun 2017 20:11:48 GMT

Successful Hedge Fund in Chicago seeks an addition to their collegiate team of Quantitative Researchers working on fully automated cross asset strategies. Role:- As a member of the team, you will work on the full lifecycle of existing and new trading strategies. This will involve researching and back testing new strategies; C++ development of the trading platform & tools, enhancements to existing trading algorithms and the trading platform and managing day to day trading of models and profitability of strategies. You will be responsible for:- Identifying trading signals that are ripe for further research . Back testing and optimizing new and existing models Implementing new models Executing and monitoring trades. Requirements:- 2 years experience plus in a Proprietary Trading Group or Hedge Fund in a position as a Quantitative strategist or trader that has seen you generate research ideas, back-test and trade. Experience of developing fully automated statistically driven strategies . Ideally you will have experience of working on macro systematic strategies or multi factor models. Evidence of strong performing strategies that have been in production for over a year, including strong Sharpe Ratios and PnL. PhD dominated on the research, design and C++ implementation of complex algorithms. Strong hands on Computer skills (C++, Java, C#, Python). They prefer candidates to be based in either Chicago or NY. This an opportunity to work in a very transparent and meritocratic environment where you will have freedom to come up with your own research ideas. Apply:- Please send a Word resume to Sara Hunter at