Medium Frequency Quant Trader

Quant Capital
Published
5th May 2021
Location
City of London, United Kingdom
Category
Job Type
Face to Face or Remote
Face to face

Description

Medium Frequency Quant Trader

Quant Capital is urgently looking for a Medium Frequency Quant Trader to join our high profile clients Team

Our client is a well known global Prop Trading firm. They value technology especially the opensource variety as well as scalability and robust performance (much like their track record).

This is a bleeding edge role as close as it gets to the market. The firm offers market leading PnL share as well as transparent costs. (This is a paid permanent role with an established team). They have invested heavily in infrastructure and are looking to take this to market. As a smaller shop they are able to offer a considerably better share than a larger firm.

You will be responsible for the research and implementation of fully automated quantitative trading strategies using data driven methods. The assets could be derivatives or currencies and holding period of the strategies could be intra-day, days or weeks.

 

Oversee Relative Value trading strategy by:

·       Quantitative trading

o  Responsible for overall PnL, performance and risk metrics of strategy

o  Continuous production and backtest reconciliation and optimisation

o  Scaling up to maximise PnL whilst staying within agreed risk tolerances

o  Responsible for ensuring longevity of strategy

·       Quantitative research

o  Implementation of initial strategy and confirmation of opportunity via back test

o  Research into applicability of strategy into other markets

o  Ensuring that appropriate reporting and metrics provided

o  Improvements to existing tools and frameworks used by the MFT team

Quant Traders should have:

·       Experience in a Bank, Fund or Prop Shop in a successful trading team

·       3 Years Automated Trading Experience

·       Medium Frequency FX, Equities, Rates

·       Relative Value Modelling and Trading

·       Python Programming

·       Strategy ideally portable

·       Academic background to match

 

The environment is that of Facebook or Google, relaxed open with time to think and make the right decisions. The atmosphere is calm and relaxed with an open dress code. This is a role for techies and traders, those who are motivated by the sharp end of technology and the possibility of making serious money doing something you are passionate about.

The role is City based.

 

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