Quantitative Researcher (London)

Insight Investment; London; On-site; GBP 50,000 - 80,000; Full time

Job summary

A leading asset manager in London is seeking a Quantitative Researcher for their Currency Solutions team. The role involves developing and overseeing algorithmic investment strategies while requiring strong analytical and programming skills in Python. Candidates with an undergraduate degree in a numerate discipline and proficiency in quantitative methods will thrive in this position.

Qualifications

• Experience with algorithmic investment and quantitative methods.
• Exposure to FX or Fixed Income.
• Strong knowledge of time series analysis.

Responsibilities

• Research and develop strategies for currency investment.
• Monitor and oversee algorithmic strategies daily.
• Collaborate with team members to develop investment algorithms.

Skills

Programming

Analytical Skills

Communication

Detail Orientation

Time Series Analysis

Education

Undergraduate degree in numerate or analytical discipline

Higher qualification in quantitative finance / data science / computer science / data engineering

Tools

Python

Pandas

scikit-learn

PyTorch

Streamlit

MS SQL

Job description

Insight Investment is looking for a Quantitative Researcher to join the Currency Solutions team in London.

The role requires a technically capable candidate with strong programming and analytical skills and a practical approach to problems. The position involves the implementation and oversight of algorithmic investment strategies as well as analytical work connected to the development of new strategies and enhancement of existing ones.

Role Responsibilities

• Research and development work on the currency group’s investment strategies. This includes extensive time series analysis in FX, machine learning methods and quantitative signal development in Python, and to a lesser degree in Excel/VBA.
• Day to day oversight and monitoring of the currency algorithms and strategies.
• The Currency Solutions products use an array of algorithms and systematic signals to forecast and control the risk arising from adverse currency movements and generate alpha using quantitative techniques within FX. Daily signal generation and oversight plays an important part in the trading day, in the event of a technical problem with the models it is important to have resources available that can help diagnose and swiftly resolve the issue.
• Provide development support for the currency group’s strategies and the other members of the research group. This involves being able to write excellent code and work with other team members / wider Insight IT developers to roll out / manage investment algorithms and ensure the rest of the group has the tools necessary to access data and complete analytical work.
• Assist with gathering, cleaning and storing new data as well as maintaining existing data in databases managed by the group and APIs for accessing data.
• Provide ongoing support to the wider team at Insight, sharing information on Currency Solutions quantitative strategies. This involves assisting with information requests regarding latest quantitative signal changes, answering queries from the portfolio management team, new client onboarding, marketing and RFPs, etc.

Experienced Required

• Undergraduate degree in numerate or analytical discipline is Essential
• A higher qualification in quantitative finance / data science / computer science / data engineering is Desirable
• Strong computer and programming skills in Python, with experience in libraries such as Pandas, scikit-learn, PyTorch, Streamlit, plus MS SQL experience would also be beneficial
• Some exposure to FX or Fixed Income
• Experience in working on Cloud Deployment on Azure Kubernetes Services would be a plus
• CFA preferred but not required
• Good understanding of time series analysis and quantitative methods, specifically in systematic factor investing, and modern portfolio construction techniques
• Some understanding of global economic forces and modern finance
• Strong oral and written communication skills – ability to explain complex issues clearly
• Highly detail orientated
• Ability to work under pressure

Insight is committed to being an inclusive employer and encourages applications from all suitably qualified applicants irrespective of background, circumstances, age, disability, gender identity, ethnicity, religion or belief and sexual orientation. If you are a candidate with a disability, or are assisting a candidate with a disability, and require an accommodation to apply for one of our jobs, please email us at [e-mail]

About Insight Investment

Insight Investment is a leading asset manager focused on designing investment solutions to meet its clients' needs. Founded in 2002, Insight's collaborative approach has delivered both investment performance and growth in assets under management. Insight manages assets across its core liability-driven investment, risk management, full-spectrum fixed income, currency and absolute return capabilities.