We are seeking two new graduates who are passionate about trading strategies, data analysis and equity markets to work in our Shanghai office.
The successful candidates will work closely with other members of the Research Team to develop and test quantitative trading strategies using sophisticated statistical techniques and a wide range of data sources for models with forecast horizons ranging from a few hours to a few months.
More broadly, the role of the Research Team is to perform empirical research covering all design aspects of the investment process, e.g. alpha, alpha combination, risk modelling, transaction cost modelling, portfolio construction. The team collaborates closely with Front-Office Technology and Trading Teams regarding implementation and execution of trading strategies.
Key Responsibilities
Conducting the research on R&D projects across the scope of systematic quant strategies, in data gathering and processing, and alpha signals;
Participating and animating seminars on relevant research topics, ensuring dissemination of knowledge and best practices across the team;
Participate in some aspects of the research process, including methodology selection, data collection and analysis, prototyping, back-testing and performance monitoring;
Improvement of existing strategies;
Evaluating new datasets for alpha potential;
Work closely with other members of the research team to develop, improve, and back-test trading strategies among other aspects of the program;
Participate to the collaborative life of the research team.
Skills Knowledge and Expertise
Essential
Proficiency in coding, with experience using a statistical computing language (e.g. Python, Matlab);
Experience working in a data-driven environment; and
An understanding of practical issues related to portfolio construction and alpha combination.
A good level of written and spoken English.
Beneficial
Use unconventional data sources to drive innovation; and
Scripting and scraping experience a plus but not required.
Educational & Professional Qualifications
Degree (BSc/BA or equivalent) in a highly quantitative subject such as Statistics, Computer Science, Physics, or Mathematics.
and a Master’s Degree (or equivalent advanced degree) level or higher, from a leading university;
Benefits
Systematica Investments provides you with excellent benefits from day 1. We provide private medical insurance for you and your immediate family. We offer competitive salaries combined with an annual bonus in line with industry practice plus free drinks and snacks at the office.
We are an equal opportunity employer and value diversity at our company.
About Systematica Investments
Systematica Investments, launched in January 2015 after a decade of experience within BlueCrest Capital Management, is an innovative technology-driven firm focused on a quantitative and systematic approach to investing. The firm was founded by Leda Braga and manages assets across a number of futures, equity and OTC based strategies.
The philosophy of the firm is one of innovation, excellence in research and a commitment to fostering a strong alignment with investors. Systematica Investments has a global presence with offices in Jersey, Geneva, London, New York, Singapore and Shanghai.
To apply
Deadline: September 30, 2022
Location: Shanghai
Application link: https://systematica.pinpointhq.com/en/jobs/59176
