Head of Quantitative Analytics, Research & Product Development

ABOUT THE ROLE:

As a head of quantitative research and product development, you will be responsible for developing automated quant trading strategies using sophisticated statistical techniques.
The role will entail leadership and management of statistical modelling as part of our research programme and, in time, responsible for a significant theme of work within it.

DUTIES & RESPONSIBILITIES:

  • Statistical modelling of a wide range of financial and non-financial datasets.
  • Leading research activities under the guidance of STRATEGIC INTELLIGENCE TEAM.
  • Delivering high quality statistical research output against our research goals.
  • Create and test complex investment models and partner with our engineers to test your theories.
  • Attending internal lectures/workshops and presenting your research for peer review.
  • Collaborating with Asset class Risk Committee and The Head of Global Macro Strategist, Research and Advisory.
  • Build, Develop and run systematic trading strategies and statistical research for systematic investment management activities (returns forecasting, risk modelling, market impact modelling etc).
  • Communicate complex ideas clearly and demonstrate intermediate skills in at least one programming language.
  • Conducting daily analysis of automated surveillance alerts through our internal systems.
  • Identifying and escalating any potential concerns or risk relating to but not limited to regulatory rules such MIFID 2 and firm policies.
  • Active involvement in enhancing current surveillance controls and developing new surveillance tools, reports and procedures.
  • Liaising regularly with other Group Compliance, Regulatory & Governance areas.
  • Working with the asset class & risk committee to deliver projects within defined timeline.

MANAGEMENT & RELATIONSHIP:

  • Management of Quant Research team focusing on Base Metals and Emerging Markets.
  • Design, test and implement Futures strategies geared around roles, market making and low latency liquidity removal.
  • Monetize the low latency platform.
  • Lead the team and direct research initiatives.

SKILLS REQUIRED:

  • Strong quantitative skills.
  • Significant experience developing futures strategies in a prop trading environment.
  • An interest in leading and building the research and quantitative team.
  • Extensive experience in financial data analysis with a focus on a highly rigorous and technical approach to modelling.
  • Experience of building and running systematic trading strategies.
  • A background in statistical research for systematic investment management activities (returns forecasting, risk modelling, market impact modelling etc).
  • Team leadership experience is desirable.
  • Ability to tackle in-depth research projects and communicate complex ideas clearly.
  • Demonstrate intermediate skills in at least 3/4 programming language.
  • We would also prefer you to have prior working experience in a similar buy-side role is strongly preferred, but not a mandatory requirement.

QUALIFICATIONS REQUIRED:

  • 5+ Years of relevant experience in financial modelling and data analytics.
  • A world-class mathematical/statistical research education (Masters/PhD).
  • Proficient using at least q/KDB (preferably) or SQL, MATLAB, Python and C++
  • Quantitative/Finance degree

OTHER PERSONAL CHARACTERISTICS:

  • A collegial work style, sense of humor, and a thick skin.
  • Strong work ethic and ability to be successful in a high intensity environment.
  • Combines strength of convictions with low ego needs.
  • Able to remain calm and objective in the face of periods of excessive optimism or extreme pessimism in the capital markets.
  • Unassailable ethics and integrity.

INTERVIEW PROCESS:

  • STAGE 1: Interview with Associate investment Officers.
  • STAGE 2: Maths and Aptitude tests.
  • STAGE 3: Interviews with the wider investment Team & Senior Management.
  • STAGE 4: Interviews with Chief Executive Officer & Chief Operating Officer.
Job Type: Full Time
Job Location: London

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Are you legally authorised to work in the UK?*

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The role is office based, does this suit you?*

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Do you have 5+ years experience working in capital markets?*

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Do you have experience in working on a quantitative investment vehicle?*

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Why do you think that you're suitable for this role?*