What are the responsibilities and job description for the Senior Quantitative Researcher position at Evolve Group?
We are seeking a Senior Quantitative Researcher to partner with the Senior Portfolio Manager in creating alpha from various data sources for systematic trading of global multi-asset class strategies.
Key Responsibilities
- Collaborate with the Senior Portfolio Manager on developing prediction and portfolio optimisation pipelines, including understanding potential prediction power from data sources and identifying alphas.
- Design and implement state-of-the-art ML algorithms for prediction and optimisation, ensuring robustness through statistical analysis.
- Mentor and guide junior team members in sound financial insights and statistical learning techniques.
- Combine large datasets to explore, analyze, and harness valuable information.
- Aid in developing and extending the team's proprietary research platform.
- Engage with the investment process, collaborating with the PM and trading group in a transparent environment.
Technical Requirements
- Strong expertise in Python and R (Pandas, NumPy, TensorFlow, PyTorch, etc.)
- Ph.D. degree in Computer Science, Mathematics, Statistics, or related STEM field from a top-ranked university.
- Demonstrated knowledge of quantitative finance, mathematical modelling, statistical analysis, regression, and probability theory.
- Excellent communication, problem-solving, and analytical skills, with the ability to quickly understand and apply complex concepts.
Preferred Experience
- 4 years of experience working in a systematic trading environment.
- Hands-on experience working with multiple vendor data sets and manipulating data (assessing, cleaning, creating features, etc.).
- Established alpha research pipeline with production-grade output.
- Experience evaluating alphas with statistical methods.
- Collaboration with cross-functional teams, multitasking, and adapting in a fast-paced environment.
Highly Valued Relevant Experience
- Experience working with big data sets.
- Autonomous work in a fast-paced environment.
