Quantitative Research Director
vor 14 Stunden
About the Role
MCP (Switzerland) GmbH is seeking an experienced Quantitative Research Director to join our team. As a key member of our research department, you will be responsible for developing and maintaining statistical arbitrage strategies for the company's portfolio.
Key Responsibilities
- Develop and maintain statistical arbitrage strategies for the company's portfolio.
- Collaborate with researchers to analyze predictive mathematical models and develop algorithms to combine the models into a portfolio generating statistically significant returns.
- Design and implement new algorithmic trading strategies using predictions developed by researchers.
- Ensure the optimal risk/reward ratio of the portfolio of own strategies.
- Filter predictive signals to eliminate random noise.
- Manage strategy evolution in response to market changes.
- Stay up-to-date with the latest quantitative research trends.
- Allocate capital to strategies for maximum value-added.
Requirements
- Advanced degree in Computer Science, Computer Engineering, Electronic Engineering, Statistics, Operations Research, or a related field.
- At least 5 years of experience in a senior quantitative research role, including experience with alpha signal combination research and development, data API trade execution, and advanced statistical modeling techniques.
- Strong programming skills in C++, Python, Matlab, or R, and experience with Linux operating system.
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