ETF & Index Strategy Quant Researcher

Qenexus; England; On-site; GBP 70,000 - 120,000; Full time

Job summary

Qenexus seeks a Quantitative Researcher focused on ETF and Index trading strategies. You will develop systematic signals and alpha models targeting inefficiencies in ETF and index markets, and work with large panel datasets of market microstructure data.

Collaborate with modelling, portfolio management and trading teams to implement strategies. The ideal candidate has 2+ years in investment research and strong quantitative background, with Python or Java and SQL/Spark on Linux.

Qualifications

• 2+ years in investment research at a financial firm.
• Strong quantitative background in statistics, mathematics, physics, computer science or related field.
• Solid understanding of financial markets, risk control and portfolio construction.
• Proficiency in Python or Java, SQL/Spark, and Linux.
• Experience managing and accessing financial datasets.
• Ability to run full research cycles from hypothesis testing to implementation.

Responsibilities

• Develop systematic signals and alpha models for ETF and index markets.
• Work with large panel datasets of intra-day quotes and execution data.
• Collaborate with modelling, portfolio management, platform and trading teams to implement strategies.

Skills

Statistics & math

Quant research

Financial markets knowledge

Python

Java

SQL

Spark

Linux

Data management

Research lifecycle

Education

PhD preferred

Tools

Python

Java

SQL

Spark

Linux

Job description

Qenexus seeks a Quantitative Researcher focused on ETF and Index trading strategies. You will develop systematic signals and alpha models targeting inefficiencies in ETF and index markets, and work with large panel datasets of market microstructure data.

Collaborate with modelling, portfolio management and trading teams to implement strategies. The ideal candidate has 2+ years in investment research and strong quantitative background, with Python or Java and SQL/Spark on Linux.