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 firm\’s 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 a 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.
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Contact Detail:
Anson McCade Recruiting Team