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For Companies At a Glance
- Tasks: Join a dynamic team to design and implement trading strategies in a fast-paced environment.
- Company: A top-tier international trading firm known for innovation and excellence in systematic trading.
- 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 in London.
- Qualifications: Advanced degree in a quantitative field and programming skills in languages like Python or C++.
- Other info: Open to relocating talent globally; ideal for those passionate about finance and data.
The predicted salary is between 48000 - 84000 £ 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 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
✨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 trading algorithms or analyse large data sets.
✨Tip Number 3
Stay updated on market trends and statistical arbitrage strategies. Read relevant research papers, follow industry blogs, and engage in online forums to deepen your understanding of the field and demonstrate your passion 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 and get comfortable with the types of questions you might face.
We think you need these skills to ace Quantitative Researcher/Trader Stat Arb
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: Write a cover letter that showcases your passion for quantitative research and trading. Mention your experience with alpha research and risk management, and explain how your skills align with the firm's needs.
Highlight Relevant Experience: In your application, detail any internships or previous roles related to systematic alpha research or automated market making. Use specific examples to demonstrate your ability to work with large data sets and your understanding of US equities intraday trading.
Proofread Your Application: Before submitting, carefully proofread your application materials. Ensure there are no typos or grammatical errors, as attention to detail is crucial in this field. A polished application reflects your professionalism.
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 statistical arbitrage or systematic trading.
✨Demonstrate Your Quantitative Knowledge
Since the role requires an advanced degree in a quantitative subject, be ready to discuss your academic background and any relevant research. Prepare to explain complex concepts clearly, as this will showcase your understanding and ability to communicate effectively.
✨Prepare for Case Studies
Expect to tackle case studies or technical questions during the interview. Practise solving problems related to alpha research and risk management, as this will demonstrate your analytical thinking and problem-solving abilities.
✨Understand the Company’s Trading Strategies
Research the firm’s approach to systematic trading and their specific strategies in US equities. Being knowledgeable about their operations will not only impress the interviewers but also help you ask insightful questions, showing your genuine interest in the role.
