/ L'annuaire des offres d'emploi en Suisse Romande
n/a n/a Genève CH
full-time

Quantitative Researcher – PhD Graduate Program

Entreprise
WHITE OAK ASSET MANAGEMENT SA
Lieu
Genève
Date de publication
21.05.2025
Référence
4838825

Description

A quantitative hedge fund based in Geneva, Switzerland currently recruiting quantitative PhD graduates to join our research and trading team. Successful candidates will join a group of algorithmic trading professionals as a quantitative researcher on a portfolio manager career path. The firm specialises in alternative asset classes and has a significant presence in the foreign exchange and futures markets.

Role description:
Join a tight-knit team of PhD researchers developing systematic trading strategies in foreign exchange, futures, and equities markets
Be mentored by senior portfolio managers with years of experience in algorithmic trading and quantitative fund management
Conduct blue-sky research into trading signals, statistical prediction models, portfolio construction techniques and risk-return optimisation
Analyse existing trading strategies and research ways to improve the performance in terms of returns profile, execution efficiency and capacity
Review academic work, plan and conduct experiments, document and report findings to the rest of the team
Obtain a detailed understanding of relevant markets and get to know the trading venues, liquidity sources and other market participants
Contribute to the programming of the simulation codebase the team uses to analyse candidate strategies, including running backtests and evaluating statistical characteristics
Develop infrastructure for investigating performance characteristics of live strategies
Highly competitive compensation

Requirements:
Excellent intrapersonal and communication skills
Excellent spoken and written English
PhD in a quantitative field such as Engineering, Physics, Computer Science or Mathematics from a top tier institution
Proven track record of performing creative, independent quantitative research
Strong intuition and demonstrated proficiency in quantitative fields such as statistical modelling, machine learning, optimisation or financial engineering
Experience in programming; familiarity with a functional programming language is a plus
Financial knowledge or experience is a plus but not a pre-requisite

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