Imi Cib_Researcher Systematic Equity Strategies Milano

Imi Cib_Researcher Systematic Equity Strategies
Milano
Lombardia, Milano

Intesa Sanpaolo è il gruppo bancario leader in Italia. Servendo 14, 6 milioni di clienti attraverso una rete nazionale di circa 5360 filiali, contribuisce allo sviluppo delle imprese e alla crescita del paese.

E' alla ricerca di profili qualificati che vogliono confrontarsi con percorsi di crescita professionali impegnativi e stimolanti con i seguenti requisiti: Scopo e Attività

Conducting alpha research and strategy development with a primary focus on: idea generation, data gathering and research/analysis, model implementation and back testing for systematic multi-asset global strategies with intraday or mid-frequency holding periods Combining sound financial insights and statistical learning techniques to explore, analyze, and harness a large variety of datasets in order to build strong predictive models which will be deployed to the investment process Cooperating with other teams and engaging with the whole investment process (portfolio construction, risk management, execution, etc. ) Esperienza Richiesta

A minimum of 5 years of experience working in a quantitative research capacity focusing on systematic trading strategies A track record developing, deploying, and managing strategies in a multi-asset environment, with an inception-to-date Sharpe Ratio of 1. 2+ and/or Sortino Ratio of 1. 5+ Competenze Richieste

Strong research and programming skills Bachelor or Master degree in a quantitative subject such as Applied Mathematics, Statistics, Computer Science, Engineering, Econometrics, etc. or equivalent experience Fluent in Matlab and/or Python. Familiarity with other programming languages (e. g. Java, C++, C#, etc. is welcome) Deep understanding of object oriented programming Demonstrated strong abstract reasoning and independent problem-solving skills Experience exploring, researching, and deploying trading signals from various sources of data Experience in quantitative finance, econometrics, and asset pricing Curious, ambitious, self-starter mindset #J-18808-Ljbffr