Quantitative Researcher - Portfolio Construction | Paragon Alpha

Quantitative Researcher - Portfolio Construction

Permanent

Research

London

Our client is a top-tier global hedge fund with a strong commitment to leveraging market innovations in technology and data to deliver high-quality returns. They are looking for Quantitative Researcher as part of a thriving, dynamic, collaborative team with a focus on systematic equities.

Principal Consultant

Elaine Bunyan

ebunyan@paragonexecutive.com

Principal Responsibilities

  • Conduct alpha research and strategy development with a primary focus on: portfolio construction and optimization
  • Develop mid-frequency strategies with a focus on systematic equities
  • Combine sound financial insights and statistical learning techniques to explore, analyze, and harness a large variety of datasets in order to build strong predictive models which will be deployed to the investment process
  • Collaborate with the PM in a transparent environment, engaging with the whole investment process

Preferred Technical Skillset

  • Demonstrated experience programming in python
  • Experience working on portfolio construction and portfolio optimization
  • Masters or PhD degree in a quantitative subject such as Applied Mathematics, Statistics, Computer Science or related field from a top ranked university
  • Strong abstract reasoning and independent problem-solving skills

Preferred Experience

  • A minimum of 2 years of experience working in a quantitative research capacity focusing on systematic equities
  • Demonstrated experience with portfolio optimization and construction techniques

Highly Valued Relevant Experience

  • Experience exploring, researching, and deploying trading signals from various sources of data
  • Experience in quantitative finance, econometrics, and asset pricing
  • Curious, ambitious, self-starter mindset who is excited in a collaborative work environment

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