Senior Quant Developer, Quantitative Investment Strategies Team – Asset Management
We are recruiting on behalf of a leading quantitative-based multi-asset solutions team located in London. Our client is seeking a highly skilled and experienced Senior Quant Developer to join their Quantitative Investment Strategies Team. This role offers a unique opportunity to collaborate with top-tier researchers and developers to enhance and implement cutting-edge quantitative investment strategies.
Responsibilities:
Alpha Collaboration: Work closely with researchers to explore, tune, deliver, and monetize alpha signals.
Signal Production: Productionize and refine alpha signals and portfolio optimization techniques to minimize the gap between simulation and live trading.
Platform Enhancement: Continuously improve the robustness, resiliency, and scalability of the investment platform.
Technical Expertise: Utilize your coding skills in Python, employing libraries such as numpy, pandas, statsmodels, sklearn, SQLAlchemy, and Spark to support the development and implementation of investment strategies.
Qualifications:
Proven experience in a similar role within a quantitative investment environment.
Strong proficiency in Python and related libraries (numpy, pandas, statsmodels, sklearn, SQLAlchemy, Spark).
Demonstrated ability to collaborate with researchers to develop and monetize alpha signals.
Experience in productionizing and refining signals and portfolio optimization techniques.
Commitment to continuous improvement of platform robustness, resiliency, and scalability.
Strong analytical and problem-solving skills.
Excellent communication and teamwork abilities.
To apply, please send your CV to quantresearch@octaviusfinance.com