Quantitative Analyst

Profile

, United Kingdom

Job Family Group:

Trading Jobs

Worker Type:

Regular

Posting Start Date:

October 21, 2021

Business unit:

Downstream

Experience Level:

Experienced Professionals

Job Description:

Responsibilities


Work with Sys Trading desk to optimize algo trading portfolio – includes working directly with traders to objectively code and capture trading hypotheses, and perform analytics on the existing proprietary strategies
Build out existing framework of tools for trade strategy development (signal generation and execution optimization)
Further develop objective back testing framework as well as infrastructure for real time presentation of market statistics in relation to specific positions
Develop portfolio optimization approach to propose VaR allocation per desk/strategy
Present classical statistical analysis and ML based approach on market events and cross commodity correlation


Skills/Experiences


Excellent Python programming skills, including solid knowledge of the wider Python ecosystem and relevant components (e.g. Numpy , Scipy , Pandas , PySpark , Scikit Learn, TensorFlow)
Strong knowledge of C#/SQL for data manipulation
Worked in a Trading environment producing quant backed insights to be leveraged by others
Bsc/Msc/PhD in a quantitative discipline (Computer Science, Engineering, Mathematics, Physics)
Ability to reason logically, deliver under pressure and take ownership
Competitive attitude, eager to learn, proactive and able to work in a team


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