Quantitative Research Associate - Volatility

Launch Your Career; London; On-site; GBP 60,000 - 90,000; Full time

Job summary

Une entreprise dynamique recherche un analyste quantitatif pour rejoindre son équipe Systematic Volatility. Vous serez responsable de la création et de l'optimisation de modèles quantitatifs, tout en ayant l'occasion de travailler dans un environnement innovant et stimulant. Ce rôle nécessite une forte capacité d'analyse, une pensée critique et un diplôme avancé, idéalement avec une expérience pertinente dans le secteur.

Qualifications

• PhD ou master requis.
• 2-3 ans d'expérience dans l'industrie souhaitée.
• Capacité à travailler sur plusieurs projets simultanément.

Responsibilities

• Rechercher et mettre en œuvre des méthodes pour faciliter le processus d'investissement quantitatif.
• Analyser de grands ensembles de données et automatiser l'extraction de caractéristiques clés.
• Développer une compréhension approfondie du marché de la volatilité.

Skills

Analyse de données

Modélisation quantitative

Pensée critique

Travail d'équipe

Innovation

Education

PhD ou master

Job description

We are looking for driven and avidly inquisitive individuals with a research scientist mindset, ready to challenge ideas and push through new solutions.

For this specific role, you'll be joining the Systematic Volatility team, which is responsible for the creation and management of fully automated systematic investment strategies that focus on the volatility asset class. The team operates at the intersection of quantitative modelling, technology and portfolio management and is therefore highly interdisciplinary.

As a quantitative analyst in this team, you will have exposure to the full systematic investment process across idea generation, volatility modelling, portfolio construction, execution, post-trade reconciliation, risk and portfolio management. This is a hands-on role responsible for creating and optimising new quantitative systematic portfolio models.

Core responsibilities will include:
• Research and implement key methods and technologies to facilitate the quantitative investment process of volatility products
• Analyse large data sets, automate the extraction of key features, modelling of information for investment, execution, risk and portfolio management purposes
• Develop strong understanding of the volatility market, including the various products, exposures, behaviours and execution across all exchanges globally and OTC markets

About the Programme
You will be working in a position designed for high-calibre, highly numerate individuals within our quantitative teams. We value free thinkers, and we have created a fast-paced and meritocratic environment where you will be encouraged to apply your own initiative and challenge conventional wisdom. You will be delivering on the research agenda, in addition to back testing/researching forecasts of asset returns on horizons of hours to years.

We all share a tireless drive for innovation and participants tend to be one of the top students at their university. Previous associates are now involved in creating and optimising our signature systematic trading models.

As a member of our Quantitative Associate Programme you will be part of a select cohort receiving on the job training from experienced colleagues who have a matchless record of helping high performing individuals reach their true potential.

Candidate Qualities
Academic achievement: For the Quantitative Associate role, we require applicants to have achieved a PhD or master's degree as a minimum. We also encourage applications from candidates with 2-3 years of relevant industry experience.
Strong numeracy: While we are flexible on your degree discipline, we do expect candidates to be highly numerate.
Create value: Our associates need to think critically about a range of strategic issues impacting our business.
"Shoot for the moon" ambition: We want people who think differently, love devising strategies and are focussed on optimal outcomes.
Lead the way: You need to bring innovation at all levels, be tenacious and never settle for the status quo.
Agile minds: You need to show proven ability to move seamlessly between projects, often working on multiple and diverse tasks at the same time.
Team player: You must also be able to work effectively in a team, helping the group to deliver efficient and superior solutions.

Find out more here: https://www.mwam.com/quantitative-associate-programme/

Marshall Wace is an equal opportunity employer. Individuals seeking employment are considered without regard to race, color, religion, national origin, age, sex, marital status, ancestry, physical or mental disability, veteran status, sexual orientation, or any other category protected by applicable law.