Quantitative Researcher

Aargo Trade; Greater London; On-site; GBP 60,000 - 80,000; Full time

Job summary

A leading trading firm in Greater London is seeking a Quantitative Researcher to join their team. The role involves collaborating with traders and developers to devise systematic trading strategies using advanced statistical and machine learning techniques. Candidates should possess a strong analytical background, experience with financial data, and proficiency in relevant programming libraries. This opportunity promises engagement with novel challenges in market behavior prediction and alpha generation, offering substantial professional growth.

Qualifications

• Hands-on experience in statistical, machine learning, and deep learning methods on financial data.
• Deep understanding of financial markets and market micro-structure.
• Comfortable taking ownership of projects with minimum supervision.

Responsibilities

• Collaborate to create and build systematic trading strategies.
• Apply rigorous statistical and mathematical methods on data.
• Engage in alpha generation and portfolio construction.

Skills

Statistical analysis

Machine learning

Deep learning

Analytical skills

Education

Bachelor's degree in Computer Science, Mathematics, Statistics, Data Science or other quantitative discipline

Tools

pandas

numpy

scikit-learn

TensorFlow

Keras

Matplotlib

statsmodels-tsa

Job description

Aargo is looking to add an outstanding Quantitative Researcher to one of our quantitative trading teams. Quantitative Researchers collaborate extensively with quantitative traders and quantitative developers to create and build novel systematic trading strategies. Our quantitative researchers leverage our state of the art research infrastructure to apply rigorous statistical and mathematical methods on a variety of data. They use cutting edge statistical, machine learning and deep learning algorithms to learn from the data and use this intelligence to predict the future market behavior. The candidate can expect exposure to a wide range of interesting and challenging problems including alpha generation, portfolio construction, statistical modeling, machine learning, and deep learning.

Required Core Competency

• Hands-on experience in applying statistical, machine learning and deep learning methods on noisy financial data for creating novel alpha signals
• Deep understanding of financial markets and market micro-structure
• Exceptional analytical and problem solving skills
• Expertise in using pandas, numpy, scikit-learn, statsmodels-tsa, TensorFlow, Keras, and Matplotlib libraries for data analysis
• Comfortable taking ownership of projects and responsibilities with minimum supervision
• At least a bachelors degree in Computer Science, Mathematics, Statistics, Data Science or other quantitative discipline

Good to Have

• Experience in developing tools and libraries for market data analysis and back-testing
• Prior experience at a top tier hedge fund, proprietary trading house or investment bank