Systematic Quantitative Researcher/Trader

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 analyze 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 behavior 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.

• Ability to perform well under pressure.

• Detail orientated