Three 3 years of experience backtesting and modelling systematic investment strategies across multiple asset classes to assess investment performance and viability of trading strategies based on historic financial data and simulation analysis. Prior experience must include three 3 years of experience performing quantitative financial research and writing thought leadership pieces on investment approaches and opportunities for external distribution; developing quantitative investment and financial analysis tools in Excel and Python to analyze efficacy and enhance investment strategies; building out and refining the parameters and design of systemic investment strategies using regression and optimization statistical analysis; structuring quantitativesystemic investment strategies across asset classes including commodities, equities, volatility, and FX; designing and implementing strategies based on intraday tick data in commodity and equity futures markets; performing modelling and statistical analysis of exotic financial derivatives using stochastic math; utilizing Python, Bloomberg, VBA, and Microsoft Excel.br br Any suitable combination of education, training and experience is acceptable

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