Quantitative Research Consultant

Job Title: Senior Quantitative Research Consultant

Job Description

The Quantitative Research (QR) team is present in Paris, London, New York and Hong Kong. Its main mission is to define and develop models, methods and tools used by the trading to risk manage their books. Within the global quant team, the Fixed Income vanilla team covers linear and vanilla Fixed Income trading desks.

Together with trading, the quant team is willing to develop bond algorithmic trading activity by relying on the service of a specialized consultant. The aim for the bank is to maintain a strong footprint as market maker of Italian government debt, while ensuring sustainable results in highly competitive environment.

Trading and quants have identified a specialized consulting company who has successfully worked in this field for 15 years both on buy and sell side. There service perfectly fits business needs and impact could be significant in a context where book suffers from structural losses due to market structure.

Deliverables

Design trading signals based on statistical methods

Interact with quants in charge of pricing libraries to compute advanced market inputs for signals

Interact with data scientists to explore alternative methods based on AI

Implement automated trading strategies based on signals in close relationships with traders

Test extensively the robustness of signals and strategies

Share and document methods and results with trading and quant teams

Counterparties & Clients

Quants from other teams, in particular from Fixed Income and Transverse teams

Trading teams, in particular from EGB desks

Risk department, in particular model validation and risk monitoring teams

Systems Used

Latex, Visual Studio, Python

This opportunity will offer a 12 month contract with the view to extend. It will offer hybrid working based in London and pay a very competitive day rate.

This role will suit a strong Quant with Python experience and someone with an investment banking background.

If you are interested please apply and if your profile meets our clients requirements we will reach out within 48 hours.

London, UK

Trading as TEKsystems. Allegis Group Limited, Bracknell, RG12 1RT, United Kingdom. No Allegis Group Limited operates as an Employment Business and Employment Agency as set out in the Conduct of Employment Agencies and Employment Businesses Regulations 2003. TEKsystems is a company within the Allegis Group network of companies (collectively referred to as "Allegis Group"). Aerotek, Aston Carter, EASi, Talentis Solutions, TEKsystems, Stamford Consultants and The Stamford Group are Allegis Group brands. If you apply, your personal data will be processed as described in the Allegis Group Online Privacy Notice available at our website.

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