Junior Multi Asset Strategist
Business Area: ISA – Investment Strategy & Advice
Place of Work: London
Contract Type: Permanent
Hours: Full Time
The Universities Superannuation Scheme (USS) has circa 396,000 members, and over £60 billion in assets, we’re one of the largest private pension schemes in the UK and in the top 50 worldwide. Established in 1974, we’re entrusted by over 350 higher education sector employers to manage and administer the pension scheme and its investments through our two companies, Universities Superannuation Scheme Limited and USS Investment Management Limited.
Working with Higher Education employers to build a secure financial future for our members and their families.
The role involves assisting & development of systematic cross-asset quant trading strategies using sophisticated statistical techniques. The role will entail the leadership and management of statistical modelling projects as part of our research programme.
Delivering high quality statistical research output against our research goals
Statistical modelling of financial and non-financial datasets, examining real-world data
Assist in the research and development of new investment ideas and innovative investment strategies, generating back-tests and validating your hypothesis
Assist in the ongoing improvement of our investment tools, management processes and proprietary portfolio management Systems
Generate orders and place trades, monitor and attribute performance, monitor and reporting
Assist in monitoring and managing portfolios in accordance with investment objectives and risk guidelines
• Technical ability, including finance and economic theory and understanding of derivatives
• Highly committed team player
• Initiative, independent thinking and intellectual curiosity to investigate and develop new ideas
• Strong compliance culture and high personal ethical standards
• A STEM degree (Masters/PhD) from a tier-I university
• Extensive experience in financial data analysis with a good grasp on Statistical Analysis
• Intermediate/Expert level skillset in Python(Mandatory) & Matlab
• Experience in Machine Learning/Deep Neural net models/NLP for return predictability and Portfolio Construction.
• Minimum 1-2 year experience in researching Cross Asset systematic trading strategies
• A background in Portfolio Management & statistical research for systematic trading
• Ability to tackle in-depth research projects and communicate complex ideas clearly
USSIM is an equal opportunity employer. We celebrate diversity and are committed to creating an inclusive environment for all employees.