Senior Quant Researcher - Systematic Equites

Maven; City Of London; On-site; GBP 80,000 - 120,000; Full time

Job summary

A leading financial trading firm in London is seeking a Senior Quant Researcher to develop systematic equity strategies. This role involves collaboration on trading signals and risk management while leveraging advanced programming and mathematical skills. The ideal candidate will have a strong background in quantitative research and a PhD or Master's from a top university. Benefits include a flexible research environment and a supportive culture.

Benefits

Flexible research environment

Collaborative decision-making

Start-up culture without risks

Friendly and rewarding workplace

Qualifications

• Background in Mathematics, Computer Science, Physics, or Engineering.
• Minimum 5 years of research experience in alpha research.
• Skills in data exploration and feature engineering.

Responsibilities

• Design new strategies and trading signals collaboratively.
• Participate in risk management discussions.
• Have responsibilities in trading operations.

Skills

Advanced linear algebra

Optimisation theory

Statistics (time series and high-dimensional)

Machine learning knowledge

Programming in Python

Understanding of algorithm design

Familiarity with Linux systems

Education

PhD or Master degree from a high-ranked university

Tools

Python with numerical and statistics packages

Databases

Job description

Senior Quant Researcher - Systematic Equities

London

Overview

Maven’s Systematic Alpha team deploys methodically researched strategies across futures, options and equities, utilising some of the most advanced technology available. Our approach to trading is scientific and process driven, with a strong emphasis on a flexible research environment, providing us efficient means to develop, test, and deploy new ideas. We empower our team members and maximise their ability to succeed by offering an environment that is open, collaborative and supportive. We value creativity and are aggressive to capitalise on opportunities. We take proven strategies to the next level by integrating them across diverse alphas and time horizons using cutting-edge execution technology.

Responsibilities

The Role:

• Work collaboratively with other researchers to design new strategies and trading signals.
• Participate in risk management discussions and have responsibilities in trading operations.
• Have exposure to the entire investment pipeline.

Qualifications

• Background: Mathematics, Computer Science, Physics or Engineering.
• PhD or Master degree from a high-ranked university.
• Mathematical skills: Advanced linear algebra, optimisation theory, statistics (time series and high-dimensional) and machine learning knowledge, signal processing.
• Programming skills: strong knowledge of modern Python with numerical, statistics and machine learning packages; several years of experience. Skills in other programming languages are appreciated. Familiarity with Linux systems, databases, understanding of algorithm design and complexity.
• Research experience: minimum 5 years in alpha research (including data exploration and feature engineering), portfolio construction and/or execution. Understanding of intraday and extraday specifics. Primarily equities; knowledge of ETFs, futures, FX or option trading is considered as well.

Benefits / Why you should apply

• A flexible research environment where technology is key to success.
• Opportunity to be highly involved in decisions that shape our trading.
• A collaborative environment where you’re empowered and supported to achieve your ambitions.
• The upside of a start-up without the associated risks.
• Great, friendly, informal and highly rewarding culture.