Systematic Quantitative Researcher - Futures

Experience

·       Building high-performance components for both live trading and simulation defining and increasing automation and robustness of the research infrastructure including alpha estimation, risk modeling, and backtesting components

·       Conducting alpha research and designing systematic strategies.

·       Developing step by step strategies in production and development

·       Build trading algorithms in Futures

·       Futures

·       Strong research capabilities

·       Intraday/ high frequency

·       Generating alpha signals

·       Fundamental Markets exposure

·       Development and implementation of models used for pricing and risk management, including PL Explain and capital charge Tools.

·       Supporting desk strategists by providing them with quantitative tools

·       Strong technical skills with experience in a quantitative analysis team (coding / developing in python, modeling, systems)

·       Data manipulation and database experience (SQL preferred).

·       Proactive in the promotion of new ideas

·        Architecture enabling the transformation and the improvement of pricing and risk systems libraries,

·       Development and implementation of models used for pricing and risk management, including PL Explain and capital charge Tools

·       Building efficient storage and access scheme for data and reference data across price, economic, and big data sets

·       Researching and implementing performance analytics, including signal performance and post-trade analytics

·       Year experience we are looking for between 2-6 years

Experience Required:

·       MS or PhD in finance, computer science, mathematics, physics, or another quantitative discipline.

·       Experience researching systematic macro strategies.

·       Experience researching intraday futures / FX strategies.

·       Strong programming skills with a high level of proficiency in Python.

•      Location:  Paris

•      Salary: € competitive + Bonus and great amounts of benefits

REFER A FRIEND/ COLLEAGUE

•      If you're interested in this opportunity, please forward you're CV ASAP. Alternatively, if you would like to know more information or have a confidential discussion please contact Shanaz Rob - call on +44 (0)203 603 4474 emails: shanaz.rob@srinvestmentpartners.com for more details.

•      Follow for updates: https://www.linkedin.com/company/srinvestmentpartners