Director - Quantitative Analyst Equities

Recruiter
S.R Investment Partners
Location
Zurich, Switzerland
Salary
competitive + bonus
Posted
20 Jan 2023
Closes
19 Feb 2023
Ref
18225884
Job Function
Hedge Funds
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Responsibilities:
  • Managing all aspects of the research process, including methodology selection, data collection and analysis, prototyping, backtesting, and Pricer performance monitoring
  • Pricer enhancements (dividend swaps, financing swaps, TRS/PRS, ...)
  • Market Data Acquisition (Markit / SOLA, Six, Ultumus, and indirectly for Bloomberg, Refinitiv). Due diligence, quality and value-for-money assessment, and cost allocation.
  • Past experience in coordinating Quant support globally for Forward Trading, modeling and trading
  • Past experience in revamping the Equity Front Office Market Data systems.
  • Equity, equity swaps & Dividents
  • Architecture of the full solution.
  • Index database (compositions, static and dynamic parenthood).
  • Build the target dividend marking system (DivX). Extensions to the dividend marking and projection model (ex date risk). Modeling of Scrip dividends
  • Improvement of existing strategies
  • Has experience with her/ his own research trading strategies and signals that can be deployed
  • Portfolio optimization
  • Time series modeling/ simulation or quantitative research experience
  • Experience in working with large & complex data sets
  • Evaluating new datasets for alpha potential
  • Contributing to the continuous improvement of the investment process and the team's research and trading infrastructure
  • Creating new alpha signal/ alpha generation (has a track record)

Requirements:
  • MS or PhD in finance, computer science, mathematics, physics, or other quantitative disciplines
  • Researching systematic macro strategies
  • Strong programming skills with a high level of proficiency in Python
  • Develop trading hypotheses;
  • Experience researching intraday futures strategies
  • Strong analytical and quantitative skills
  • Willing to take ownership of his/her work, working both independently and within a small team


Location: Zurich - Switzerland

Salary: Competitive + Bonus

REFER A FRIEND

If you're interested in this opportunity, please forward you're CV. Alternatively, if you would like to know more information or have a confidential discussion please contact Shanaz Rob- call on +44 (0)203 603 4474 email info@srinvestmentpartners.com

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