A tier 1 sell side bank is looking to hire a Quant researcher / Trader to join their Central risk book team. The ideal individual would be responsible for developing and maintaining data driven systematic strategies for equities to manage incoming equity trade flow. The successful incumbent would be responsible for analysing market data to spot trading opportunities and utilize strong risk management skills. An ideal candidate would have good fundamentals in formulation, analysis and backtesting of pricing, execution, risk management strategies and signals. Individuals that have implemented and developed strategies for Central Risk Book, Index arbitrage, Statistical arbitrage or Index Rebalance would be preferred. Strong programming skills in Python in Unix environment would be highly advantageous.
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