Quantitative Research Director

vor 14 Stunden


Baar, Zug, Schweiz MCP (Switzerland) GmbH Vollzeit

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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