| Company | American Investment Management Firm |
| Company Info | Over 500 people located all round the world combining technology and financial markets opportunity. |
| Job Title | Quantitative Event-Driven Researcher |
| Job Short Desc | Join as a Quantitative Event-Driven Researcher, collaborating with a Portfolio Manager. Design, implement, and execute statistical arbitrage trading strategies. Analyze portfolio risk and maintain security data. Fluent English and French required. |
| Salary | Variable based on experience |
| Locations | EU - London (UK) |
| Visa | Y |
| Job Summary | We are seeking a Quantitative Event-Driven Researcher to work closely with our Systematic Portfolio Manager. In this role, you will design, implement, and execute statistical arbitrage trading strategies, monitor portfolio risk in real-time, and maintain critical security data. Your background should include a Bachelor's or Master's degree in a quantitative field, proficiency in Python or a similar programming language, and 2 to 6 years of relevant experience. Attention to detail, strong analytical skills, and fluency in both English and French are essential. If you're a highly motivated self-starter with a passion for quantitative research and trading, we encourage you to apply and contribute to our dynamic team. |
| Criteria | | Develop statistical arbitrage strategies | | Monitor portfolio risk in real-time | | Proficiency in Python or equivalent |
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| Apply | Apply |