Location: Central London, Greater London - United Kingdom Type: Permanent
Our client has an extensive and impressive track record of successfully running Quant trading strategies for over a decade, they spun out as a hedge fund and now operate globally.
They are a highly interdisciplinary firm, operating around the intersection of trading, quant modelling and technology.
Their trades are facilitated by state-of-the-art infrastructure which handles their larger trading volumes easily.
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 Master/ PhD's 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.