Vacancy detail

High Frequency Quantitative Researcher

Location: United Kingdom (London, City of) Type: Permanent Start date: 10/05/2017

 

High Frequency Quantitative Researcher

My client is a top performing proprietary trading firm operating within high-frequency strategies. They are seeking experienced Quantitative Research Analysts to join their team. As a member of one of their trading teams a Quantitative Research Analyst uses the in-house trading system, in which my client has one of the fastest and most comprehensive in the market globally, to generate alpha and new signals. My client has the aim to develop and deploy algorithmic trading strategies based on patterns in market behavior. They have a strong track record of profitable trading strategies operating across most asset classes and all time horizons.

Responsibilities

  • You will be designing, implementing and deploying high-frequency trading algorithms across asset classes and frequencies
  • You will also be conducting analysis of market data and market microstructure for patterns in order to explore trading ideas
  • You will be creating tools in order to analyze data for patterns
  • You will develop, augment and calibrate exchange simulators
  • You will also contribute to libraries of analytical computations to help grow and support market data analysis and trading

Qualifications

  • Expected to hold a PhD, from a top University, within a subject such as: Physics, Applied Mathematics, Computer Science or Statistics
  • Having 2+ years of research experience in high-frequency trading and a proven track record is an advantage
  • A strong background in mathematics and statistics
  • Proficiency in back-testing, simulation and statistical techniques (auto-regression, auto-correlation, and Principal Component Analysis)
  • Having strong data-mining and analysis skills, including experience with large data/tick data, is also an advantage
  • Confident programming skills in at least one of these languages: C++, MATLAB, and R
  • Familiarity with signal generation and statistical models

Applications

 

If you are interested in this position and you would like to find out more, please email your CV to: jimmy.bedford@ansonmccade.com

Reference: AMC/JBO1. To apply for this vacancy: email Jimmy Bedford

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