Description
Quantitative Researcher 65,000 – 130,000 Discretionary End Of Year Bonus Location: United Kingdom (London – London) Type: Permanent Skills: Quantitative HFT Systematic Trading Algorithmic Equities FX Machine Learning With an extensive history of successfully running Quant trading strategies for over a decade, they have spun out as a hedge fund and now operate globally. They are a highly interdisciplinary firm, operating at the intersection of trading, quant modelling and technology. Their trades are facilitated by state-of-the-art infrastructure which handles their large trading volumes with ease. Role: Using the firms automated trading framework to research and apply strategies Using progressive statistical approaches to analyse data and ascertain opportunities for trading To build upon and develop strong understanding of market structures of the various exchanges and asset classes. Pre market - checking that all required data and processes are ready. During market - sporadically monitoring behaviour and performance of strategies. Ideal Candidate: Quantitative background - including degrees in Mathematics, Statistics, Econometrics, Financial Engineering, Operations Research, Computer Science and Physics from a top University. Programming proficiency with at least one major programming or scripting language (Python, C++, and R). Strong communication skills and ability to work well with colleagues across multiple regions. Ability to perform under pressure. Detail orientated Reference: AMC/AHU/NW/QR001
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