What we do:
Maven’s Systematic Alpha team deploys methodically researched strategies across futures, options and equities, utilising some of the most advanced technology available . Our approach to trading is scientific and process driven, with a strong emphasis on a flexible research environment, providing us efficient means to develop, test, and deploy new ideas. We empower our team members and maximise their ability to succeed by offering an environment that is open, collaborative and supportive. We value creativity and are aggressive to capitalise on opportunities. We take proven strategies to the next level by integrating them across diverse alphas and time horizons using cutting-edge execution technology.
The Role:
Work collaboratively with portfolio managers and other researchers to identify new opportunities within a variety of datasets and techniques. You will perform original alpha research across a variety of asset classes and time scales for various types of trading. Build novel tools for synthesizing and assessing alpha signals both for cross-sectional and time-series models.
What we're looking for:
- PhD or postdoctoral researchers in Science, technology, engineering, and mathematics
- Strong mathematical skills including: statistics, probability, signal processing
- Strong programming skills and familiarity with a variety of statistical packages
- Minimum 3 yrs doing alpha/signal research in equities, futures, or FX across a variety of time-scales including both daily and intraday.
- Experience synthesizing predictive signals both for cross-sectional and time-series models
- Significant experience with data exploration, dimension reduction, and feature engineering
- Thorough understanding and comfort using a variety of regression techniques, including ols, mls, ridge, lasso, etc. As well as techniques for dealing with a variety of errors that can occur in regression techniques, such as auto-correlation and heteroskedasticity.
Why you should apply:
- A flexible research environment whereby technology is key to our success
- Opportunity to be highly involved in the decisions that shape our trading
- A collaborative environment where you’re empowered and supported to achieve your ambitions
- The upside of start-up without any of the associated risks
- Great, friendly, informal and highly rewarding culture
