A systematic quant fund established in 2007 with over 3bn in assets under management is looking for an experienced Quantitative Researcher to join their team in the front office. This is a Geneva-based role and they are looking for an individual to be hands-on with working closely with the strategies and being responsible for their portfolio optimization and TCA efforts. This role offers the opportunity for the individual to have lots of exposure working with the front office and liaising with the traders and the tech teams on a regular basis.
RESPONSIBILITIES
- Transaction cost analysis (TCA)
- Portfolio Optimization
- Market impact modeling
- Quantitative/systematic trade execution
- Market Microstructure
REQUIREMENTS
- 5+ years' experience
- Masters Degree or PhD in a quantitative field
- Strong understanding of Equities and/or Global Macro
- Proficiency in C++
- Ability to work in a fast-paced environment and to learn new concepts quickly
- Fluent in English, with great communication and presentation skills