Researcher Systematic Equity Strategies

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

Ogni persona è per noi una risorsa e quella persona potresti essere tu! Consulta le opportunità di lavoro del Gruppo, candidati ed entra nel nostro team!