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Quantitative Researcher - PhD Graduate Program

Employer
White Oak Asset Management
Location
Geneva, Switzerland
Salary
₣120k - ₣160k
Closing date
Feb 22, 2023

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Job Function
Other
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Role description:

-Join a tight-knit team of PhD researchers developing systematic trading strategies in foreign exchange and futures markets
-Be mentored by senior portfolio managers with years of experience in algorithmic trading and quantitative fund management
-Conduct blue-sky research into trading signals, statistical prediction models, portfolio construction techniques and risk-return optimisation
-Analyse existing trading strategies and research ways to improve the performance in terms of returns profile, execution efficiency and capacity
-Review academic work, plan and conduct experiments, document and report findings to the rest of the team
-Obtain a detailed understanding of relevant markets and get to know the trading venues, liquidity sources and other market participants
-Contribute to the programming of the simulation codebase the team uses to analyse candidate strategies, including running backtests and evaluating statistical characteristics
-Develop infrastructure for investigating performance characteristics of live strategies
-Highly competitive compensation

Requirements:

-Excellent intrapersonal and communication skills
-Excellent spoken and written English
-PhD in a quantitative field such as Engineering, Physics, Computer Science or Mathematics from a top tier institution
-Proven track record of performing creative, independent quantitative research
-Strong intuition and demonstrated proficiency in quantitative fields such as statistical modelling, machine learning, optimisation or financial engineering
-Experience in programming; familiarity with a functional programming language is a plus
-Financial knowledge or experience is a plus but not a pre-requisite
-Must be an EU, or Swiss citizen or have a permit to work in Switzerland

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