Marshall Wace

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Quantitative Implementation - Quant Analyst

Founded in 1997, Marshall Wace is one of Europe's leading Hedge Fund Managers with approximately $39 billion assets under management. It enjoys a strong reputation in the industry for its success, influence and innovation, built by a dedicated team of people working in a dynamic, entrepreneurial culture. Our firm is made up of over 250 professionals operating from established offices in London, New York and Hong Kong.

Full Description

 

 

Position                                                  Quant Analyst

Location                                                 London & New York

 

 

 

Founded in 1997, Marshall Wace is one of the world’s leading alternative investment managers. It enjoys a strong reputation in the industry for its success, influence and innovation, built by a dedicated team of people working in a dynamic, entrepreneurial culture. Our firm is made up of 230 professionals operating from offices in London, New York, and Hong Kong.

 

At the heart of the firm’s success is the drive to deliver investment performance of the highest quality.

 

The role, duties and responsibilities

 

You would join our quantitative implementation team which is responsible for the day-to-day running of all of the TOPS and quantitative models at Marshall Wace.  This is a hands-on role responsible for

 

  • Working with the quant research team to develop new investment algorithms
  • Liaising with other MWAM teams to bring new algorithms into production
  • Developing tools and processes that improve MWAM’s portfolio management
  • Ensuring that models are fully operational at all times

 

Profile and qualifications

 

Ideally you will have experience as a Quantitative Researcher / Quantitative Analyst in Equities or Options. However, we will consider exceptional candidates with experience in other asset classes.

 

You will have an excellent academic record from a top-tier university and you should also have strong coding skills in python, matlab or equivalent as well as experience with SQL databases.

 

Candidates should have a broad understanding of quantitative finance and portfolio management, ideally coupled with previous experience in this field. Candidates will also need good communication skills and the ability to work quickly and accurately under pressure.

 

Key Skills:

 

  • Good degree in a quantitative subject
  • Strong coding expertise in either Matlab or Python
  • Experience with databases and working with large & complex data sets
  • Practical approach to problem solving
  • Outstanding quantitative, analytical and problem solving skills
  • Good communication skills
  • Detail oriented