Jobs

Quantitative Researcher


Job details
  • Berenberg Bank
  • London
  • 4 months ago
Applications closed

Your role in the team:

Trading research is essential to the development, maintenance and improvement of the electronic product. This research, amongst other objectives, will require an individual full-time to perform financial/liquidity/cost/performance modelling, in depth quantitative research around market microstructure (exchanges, MTFs, Sis, etc.), transaction cost analysis of venues/algos/brokers/connectivity, complex forecasting and prediction models, model risk performance analysis, time series analysis, and trade performance analysis as well as validation and performance reporting of these models.

This research plays an important in assessing and improving our trading efficiency, best execution capabilities, and product development. Furthermore, these findings will be used externally to present content to clients daily. 

 

Types of Analysis Performed: 

 

  • Generalized Linear Models (Linear regression, ANOVA, ANCOVA, Logistic regression and other relevant models such as experimental design)
  • Mixed Effects Models is desirable
  • Dimension reduction and feature engineering tools (PCA, factor analysis, k-means, agglomerative clustering etc.)
  • L1 and L2 regularization methods
  • Bayesian Analysis and Bayesian Hierarchical Models would be a bonus
  • Model diagnostic test abilities such as normality testing 
  • Descriptive statistics, robust statistics, outlier detection and data imputation techniques
  • Hypothesis testing for mean, proportions, and variances
  • Graphical Analyses (Bespoke custom graphics including multi axis and 3D)
  • The ideal candidate must be proficient in Python and must be able to develop for production for
  • Implementing the methods listed but not limited to the above, implementing cloud data services in cloud computing environments (e.g. Amazon AWS, BMLL, Refinitive)
  • Developing and implementing data services and APIs
  • Implementing and creating reports (HTML and CSS are bonus)
  • Being able to create apps and visualizations using data services on Qlik Sense is a bonus.

 

Who are we looking for?

 

  • PhD or Master’s degree in subject with quantitative content (Mathematics, Statistics, Engineering)
  • Strong knowledge of statistical modelling techniques and machine learning concepts
  • Knowledge of quantitative analytics, testing models, technical documentation
  • What we offer you: 
  • Private pension plan - 10% of base salary contribution by Berenberg
  • Generous 30 day holiday allowance
  • Private Health Insurance
  • Life Insurance scheme
  • Flexible working hours
  • Enhanced parental leave policies
  • Employee Assistance Programme offering counselling sessions related to mental health, financial wellbeing and other topics
  • Continued professional development opportunities

 

Apply online now to join our team – we look forward to receiving your application!

 

We are a leading European private bank, with over 430 years of experience and deep rooted history, but we are still shaping and heavily investing in our future. Our progress and evolution are driven by our people. We encourage them to try new approaches, voice their opinions and achieve success in their own way.

We provide opportunities for them to develop their talents, explore different career paths and achieve their full potential. 

We’re an ambitious, forward-looking business, backed by centuries of tradition and built on innovation. You’ll find a culture that encourages people to think independently, act entrepreneurially and challenge the status quo. Together we collaborate to shape our business and fulfil our ambitious goals. 

We welcome you to join us in our commitment to always do the right thing for our people, clients and our business – Our future is where you take us!

Sign up for our newsletter

The latest news, articles, and resources, sent to your inbox weekly.

Similar Jobs

Quantitative Researcher - Mid Freq Futures & Equities

Quantitative Researcher – Mid Freq Futures & EquitiesA world-renowned hedge fund is seeking an experienced Quantitative Researcher to join their MFT Futures and Equities team. This role will focus on mid-frequency trading, with responsibility for the design, implementation, and optimization of advanced trading strategies. You will collaborate with a highly...

Algo Capital Group London

Quantitative Researcher - Systematic Macro

Quantitative Researcher – Systematic MacroA world-renowned hedge fund is seeking an experienced Quantitative Researcher to join their Systematic macro team. This role will focus on systematic trading, with responsibility for the design, implementation, and optimization of advanced trading strategies. You will collaborate with a highly skilled team of researchers and...

Algo Capital Group

Quantitative Researcher

Job Overview We are seeking highly skilled and motivated Quantitative Research Analysts to join our team. As a Crypto Quant Analyst, you will play a crucial role in analyzing cryptocurrency markets, developing quantitative trading strategies, and managing trading risks. We offer permanent contract. Key Responsibilities Data Collection and Management Collect...

Avenir Group Cambridge

Quantitative Researcher

Referment is partnering with a regulated digital asset trading and technology firm specializing in market-making, OTC brokerage, and derivatives to hire a Quant Researcher.The Quantitative Researcher will play a key role in enhancing my clients trading strategies. They will develop data-driven models, optimize execution algorithms, and contribute to market-making efforts....

Referment London

Quantitative Researcher

Referment is partnering with a regulated digital asset trading and technology firm specializing in market-making, OTC brokerage, and derivatives to hire a Quant Researcher. The Quantitative Researcher will play a key role in enhancing my clients trading strategies. They will develop data-driven models, optimize execution algorithms, and contribute to market-making...

Referment

Referment | Quantitative Researcher

Referment is partnering with a regulated digital asset trading and technology firm specializing in market-making, OTC brokerage, and derivatives to hire a Quant Researcher. The Quantitative Researcher will play a key role in enhancing my clients trading strategies. They will develop data-driven models, optimize execution algorithms, and contribute to market-making...

Referment East London