About the role
Date: 13 November from 12:00 until 13:00 (lunch and networking after with representatives of GSA) Location: the talk will take place in the L3 lecture room (Andrew Wiles Building, Mathematical Institute at the University of Oxford) and lunch/networking in the Mezzanine. Systematic Trading at GSA Capital Quantitative trading firms like GSA Capital combine advanced mathematics, statistical modelling, and high‑performance computing to uncover and capitalize on opportunities in financial markets. This talk will provide a high‑level tour of the systematic trading pipeline, from signal generation, through portfolio construction, to trade execution, highlighting the key mathematical and computational techniques underpinning each component. Speaker: Jan Stanczuk is a Quantitative Researcher at GSA Capital, working on systematic trading strategies. He joined GSA in 2024 after completing a PhD at University of Cambridge, where his research focused on Deep Generative Modelling and Diffusion Models Audience: We welcome students of all academic levels from the Mathematical Institute at the University of Oxford. The Quant talk will be followed by informal chats with representatives from GSA over lunch. Please register interest so we can gauge numbers for catering purposes. Please note this event is reserved for students enrolled at the University of Oxford.