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- Tasks: Join a dynamic team to design and implement trading strategies in a fast-paced environment.
- Company: A leading international systematic trading firm with a strong reputation in the industry.
- Benefits: Enjoy competitive salaries, bonuses based on performance, and potential relocation support.
- Why this job: Make a real impact on trading strategies while collaborating with industry experts.
- Qualifications: Advanced degree in a quantitative field and programming skills in languages like Python or C++.
- Other info: Open to relocating talent from around the globe for this exciting opportunity.
The predicted salary is between 43200 - 72000 £ per year.
A leading international systematic trading firm is looking to bring on a talented mid level statistical arbitrage quantitative researcher/trader in London to help in the design, development, and implementation of systematic trading strategies. You’ll be working alongside experienced industry professionals on projects including alpha research, risk management, and portfolio construction, and will have the chance to see the direct impact of your work on the business. This will be US equities intraday trading.
Essential Skills:
- Advanced degree in a quantitative subject or PhD (Mathematics, Physics, Computer Science, Engineering etc.).
- Programming experience in one major language (C++, C#, Python etc.).
- Alpha researcher from an equities/stat-arb background.
- Non competes of less than 12 months.
- At least 2 years working within this space.
Desired Skills:
- Prior experience or internships in systematic alpha research is beneficial.
- Prior experience or internships in automated market making is beneficial.
- Experience working with large data sets.
This position will allow you to get a PnL cut for bonuses in addition to a top base salary. Happy to relocate people from around the world!
Quantitative Researcher/Trader Stat Arb (, , United Kingdom) employer: Radley James
Contact Detail:
Radley James Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Quantitative Researcher/Trader Stat Arb (, , United Kingdom)
✨Tip Number 1
Network with professionals in the quantitative trading field. Attend industry conferences, webinars, or local meetups to connect with people who work at systematic trading firms. This can help you gain insights into the company culture and potentially get a referral.
✨Tip Number 2
Brush up on your programming skills, especially in languages like Python or C++. Consider working on personal projects or contributing to open-source projects that showcase your ability to develop systematic trading strategies.
✨Tip Number 3
Stay updated on market trends and developments in statistical arbitrage. Follow relevant blogs, podcasts, and research papers to demonstrate your passion and knowledge during interviews.
✨Tip Number 4
Prepare for technical interviews by practising problem-solving and coding challenges related to quantitative finance. Websites like LeetCode or HackerRank can be great resources to sharpen your skills.
We think you need these skills to ace Quantitative Researcher/Trader Stat Arb (, , United Kingdom)
Some tips for your application 🫡
Tailor Your CV: Make sure your CV highlights your advanced degree in a quantitative subject and relevant programming experience. Emphasise any specific projects or roles that relate to statistical arbitrage and systematic trading.
Craft a Strong Cover Letter: In your cover letter, express your passion for quantitative research and trading. Mention your experience with alpha research and how it aligns with the firm's goals. Be specific about your contributions in previous roles.
Showcase Relevant Skills: Clearly outline your programming skills, especially in languages like Python, C++, or C#. Provide examples of how you've used these skills in past projects, particularly in relation to equities or statistical arbitrage.
Highlight Team Collaboration: Since you'll be working alongside experienced professionals, mention any past experiences where you collaborated on projects. This could include teamwork in research, risk management, or portfolio construction, showcasing your ability to contribute effectively.
How to prepare for a job interview at Radley James
✨Showcase Your Technical Skills
Make sure to highlight your programming experience, especially in languages like C++, C#, or Python. Be prepared to discuss specific projects where you've applied these skills, particularly in the context of statistical arbitrage or systematic trading.
✨Demonstrate Your Quantitative Background
Since the role requires an advanced degree in a quantitative subject, be ready to discuss your academic background and any relevant research. Bring examples of how your education has directly contributed to your understanding of market dynamics and trading strategies.
✨Prepare for Case Studies
Expect to engage in case studies or problem-solving scenarios during the interview. Brush up on your analytical thinking and be ready to demonstrate how you would approach alpha research or risk management in real-world situations.
✨Understand the Firm's Trading Strategies
Research the firm’s existing trading strategies and be prepared to discuss how your skills and experiences align with their approach. Showing that you understand their business model and can contribute to their goals will set you apart from other candidates.
