We are currently working in partnership with an investment bank, who are looking to add a Quant Strategist, to their Global QIS team. There strategies are systematic Equity Volatility and Systematic Macro, and they are looking for a passionate individual with similar experience to these strategies. Your key responsibilities will include:
- Conduct extensive research and analysis to develop and enhance Systematic Equity Volatility and Systematic Macro strategies.
- Collaborate with cross-functional teams to implement and test new trading models and algorithms.
- Analyze large datasets and apply statistical methods to identify market trends, patterns, and opportunities.
- Stay updated with industry trends, regulatory changes, and technological advancements relevant to QIS, Systematic Equity Volatility, and Systematic Macro strategies.
- Strong background in quantitative research, mathematics, finance, or a related field.
- Proven experience in developing and implementing Systematic Equity Volatility and Systematic Macro strategies within the financial industry.
- Proficiency in programming languages such as Python, R, or MATLAB, with the ability to manipulate and analyze large datasets.
- Solid understanding of statistical modeling, time series analysis, and machine learning techniques.
If you meet the above requirements, please send your CV in a WORD format to email@example.com to speak to one of our experienced consultants.