Quantitative Portfolio Manager

Point72; London; On-site; GBP 70,000 - 120,000; Full time

Job summary

A leading quantitative finance firm is seeking a Quantitative Researcher to develop and manage advanced investment models. This senior role involves overseeing strategy performance, team management, and conducting cutting-edge research in financial markets. The ideal candidate will possess a strong computational background and extensive experience in quantitative model development.

Qualifications

• Minimum of 10 years’ experience in quantitative modeling for equities, futures, or FX.
• Hands-on experience with research processes including data collection and performance monitoring.

Responsibilities

• Manage portfolio risk by evaluating strategy performance.
• Oversee automated trading and monitor transaction costs.
• Design and manage quantitative investment strategies.

Skills

Quantitative modeling

Data analysis

Statistical analysis

Portfolio management

Education

Masters or Ph.D. in a computational or analytical field

Job description

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Cubist Systematic Strategies, an affiliate of Point72, deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of our effort is rigorous research into a wide range of market anomalies, fueled by our unparalleled access to a wide range of publicly available data sources.

Role

• Dynamically managing portfolio risk by evaluating historical and real-time strategy performance.
• Overseeing automated trade execution and monitoring transaction costs.
• Supervising a small team of researchers and developers on a daily basis.
• Designing, researching, and managing sophisticated investment strategies by creating and engineering advance quantitative financial computer modeling systems to aid in analysis and research.
• Performing research to acquire historical and production data sources needed to build investment models.
• Designing and developing quantitative mathematical algorithms to link the diverse data sets from various providers.
• Engineering investment models that will make the buy and sell recommendations for the portfolios using advanced quantitative mathematic statistics and investment theory to design and program strategies that explicitly forecast risk, return, and trading costs.
• Using quantitative models to value securities.
• Conducting ongoing, cutting-edge quantitative research and analysis to enhance existing strategies and to expand into new markets.
• Developing aspects of successful statistical models, focusing on forecasting and optimization.
• Expanding trading universe and volume and expanding to other exchanges and products.

Requirements

• Advance degree (Masters or Ph.D.) in a computational or analytical field.
• Minimum of 10 years’ experience developing, researching or implementing quantitative models for equities, futures and/or FX.
• Hands on experience with all aspects of the research process, including methodology section, data collection and analysis, testing, prototyping, backtesting, and performance monitoring.
• Innovative, intellectually driven, with an intense curiosity about financial markets and human behavior.