The Company Systematica Investments launched in January 2015 after a decade of experience within BlueCrest Capital Management, to focus on rigorously applying science and technology to the investment process. The firm was founded by Leda Braga and manages approximately $8.8bn (as at 1 January 2016) across a number of futures and equity based strategies. The philosophy of the firm is one of innovation, excellence in research and a commitment to fostering strong alignment with investors. Systematica Investments has a global presence with approximately 100 employees and offices in Jersey, Geneva, London, New York and Singapore.
The Role Systematica manages quantitative strategies in all major markets world-wide. The role of the Systematic modelling team is to perform both theoretical and empirical research covering all design aspects of the overall investment system, e.g. alpha, risk modelling, transaction cost modelling, portfolio construction. The modelling team also works closely with the front-office technology and trading teams regarding implementation and execution of trading strategies. Furthermore, members of the modelling team work with the PM function in the day-to-day management of the portfolios. In this role the successful candidate will work closely with one of the Senior Quantitative Analysts on all three aspects of the business: research, portfolio management, and technology.
Location Geneva or London
Department Systematic Modelling Team
- Strong statistical and analytical skills
- Proficiency in programing in Matlab
- Familiarity with practical issues of portfolio construction and alpha generation
- PhD in Computing, Economics or Science related discipline from top-tier university
- Previous work experience in a quantitative trading role in a top-tier investment firm
- Proven leadership experience and evidence of collaborative working as part of a large team or organisation
- Keen work ethic
- Strong communication skills
How to Apply
Contact Andrew Dowling-Wright, Human Resources Manager E firstname.lastname@example.org
Please quote the "HFM Jobs Board" in the subject line of your application