Location: United Kingdom (London, City of) Type: Permanent
Senior Quantitative Researcher (Equities and Futures)
My client is a multi-billion dollar quantitative trading house with offices globally. They combine massive amounts of data, world-class computing power, and statistical expertise to develop sophisticated trading models.
My client is looking to expand further into the intraday and mid-frequency space, the majority of their trading volume is within futures and equities, however they do trade various other products including non-systematic OTC products.
With some of the most competitive infrastructure globally, my client is capable of trading latency sensitive strategies, their proprietary platform is shared internally and regularly updated and maintained by a dedicated team.
Successful candidates will be responsible for the full lifecycle of trading strategies, working within a collaborative team you will be expected to be competent at all stages of production from methodology through to live trading and optimising.
Researchers will take ownership of both the strategies they generate and the pnl produced, this provides natural progression into a PM role.
Researchers are expected to bring experience and knowledge within a specific field or trading space to the team, therefore candidates should have a minimum of 5 years working within systematic strategy research and production.
Masters or PhD from a leading university in a highly quantitative field
Strong track record of generating and implementing profitable systematic trading ideas
Experience within Intraday or Mid Frequency space (up to 4 weeks)
Highly proficient with coding in C++, Java, C# or Python
Working knowledge of forecasting and data mining techniques, such as linear and non-linear regression analysis, neural networks or support vector machines.
For further information on this position or similar opportunities please email your CV to: email@example.com
Reference: AMC/GCO. To apply for this vacancy: email Guy Coulton