Ox Galton Partners
Sunday 1st January 2023
Ox Galton Partners (OGP) was founded in Jersey in 2021 by Frank Fehle and is involved in the production of quantitative trading signals and research for global equity markets. The OGP management team have a long pedigree in quant trading, with over three decades of cross-asset experience from best-in-class hedge funds and proprietary trading desks.
The name Ox Galton derives from a famous statistical experiment in 1907 by scientist and polymath Sir Francis Galton. Galton attended a farmer’s fair and was intrigued by a weight guessing contest for a prize Ox. Over 800 people entered the contest and while none of them guessed exactly the correct weight, when Galton ran statistical analysis on the results, he found that the average guess was almost the exact weight of the Ox. This led to the concept of “Wisdom of Crowds” which inspires Ox Galton’s research philosophy of leveraging and combining numerous data inputs, trading signals, and expert views.
Technology, science, and mathematics intersect at OGP to give us the edge we need in order to derive alpha and forecast returns in equity markets. We use cutting edge technologies in cloud computing, high-performance computing, and big data to engage in research projects that provide a trading edge in today’s ever competitive and increasingly computer driven markets.
OGP is currently in an exclusive multi-year agreement with a large well-known hedge fund to provide its research and consulting services.
We are looking for a dynamic and enthusiastic programmer / developer to join the research team. You will be involved in front to back development of the systems and research platforms (requirements, build, test, deployment, maintenance) and will sit within the core revenue generating team. Your code will have exceptional visibility and impact on the firm’s profitability, and you will be an early entrant to a greenfield development project with significant growth potential.
The successful hire will cultivate deep relationships with peers at the firm, the firm’s clients, academics around the world and equity market industry sector experts. The candidate will work closely with the senior researchers on implementing both tried and tested and novel alpha generation strategies.
Core Skills / Experience:
1. 0-5yrs experience. We are serious about the 0, we are happy to speak to people with no industry experience if they can evidence sufficient coding aptitude (either through hobby projects or extracurricular courses).
2. Evidence of coding ability/experience required; Python strongly preferred but NOT required. We would like to speak to candidates who have had good exposure to any general-purpose programming language (C# / C++ / Java), Mathematical programming language (MATLAB, R) or database programming (SQL / MySQL).
Nice to have
1. A numerical / quantitative background such as BSc/MSc/MEng in computer science, mathematics, physics, finance or other quantitative discipline.
2. For candidates with Python, experience in pandas, NumPy, SciPy, matplotlib and Plotly.
3. Experience in handling large dataset or high frequency data.
4. Experience with parallel processing or cloud computing environments.
5. Some exposure (even as a hobby) to standard datasets like daily market data, analyst estimates, financial statements.
6. A demonstrated interest in equity financial markets.
7. Interships at banks / hedge funds / technology companies.