Job Description
We are now working with a global investment bank, who are looking to recruit an Associate into their sell side Quant Research team.
In this fantastic role, you will advise clients on a broad range of quant tactics and strategies such as equity volatility, equity derivatives, dividends, correlations, derivatives, cross-asset relative value, and vol arb. You will write research on systematic alpha and hedging strategies, primarily using derivatives and work with the equity structuring team to create algorithmic Quantitative Investment Strategies
A cross product role, the position also involves working with equity and cross-asset strategists, economists, data science team and single stock analysts on trading and investment ideas.
The successful candidate will be:
* associate level quant from a sell or buy side firm
* exceptional mathematical background
* ideally you will have some experience in trading, equity derivatives, statistical research, quant strategy
* brilliant coding skills including Python/ C++
* highly outgoing
* very interested in financial markets
This a brilliant role for an associate level quant with one of the very best banks.