At a Glance
- Tasks: Join a dynamic team to design and implement systematic trading strategies.
- Company: A top-tier international trading firm focused on systematic trading.
- Benefits: Enjoy competitive salary, bonuses based on performance, and relocation support.
- Why this job: Make a real impact in US equities trading while collaborating with industry experts.
- Qualifications: Advanced degree in a quantitative field and programming skills required.
- Other info: Open to global applicants; ideal for those passionate about statistical arbitrage.
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.
Minimum Requirements:
- 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!
Seniority Level:
Associate
Employment Type:
Full-time
Job Function:
Finance, Information Technology, and Research
Industries:
Financial Services, IT Services and IT Consulting, and Investment Banking
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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
Make sure to showcase your programming skills prominently. Since the role requires experience in languages like C++, C#, or Python, be prepared to discuss specific projects where you've utilized these languages to solve complex problems.
✨Tip Number 2
Highlight any experience you have with statistical arbitrage and alpha research. Be ready to share examples of how your work has contributed to successful trading strategies or risk management in previous roles.
✨Tip Number 3
Network with professionals in the systematic trading space. Attend industry conferences or meetups in London to connect with potential colleagues and learn more about the latest trends in quantitative trading.
✨Tip Number 4
Stay updated on market trends and data analysis techniques. Being knowledgeable about current events in US equities and demonstrating your ability to analyze large datasets will set you apart from other candidates.
We think you need these skills to ace Quantitative Researcher/Trader Stat Arb
Some tips for your application 🫡
Highlight Relevant Experience: Make sure to emphasize your experience in statistical arbitrage and quantitative research. Detail any specific projects or roles where you developed systematic trading strategies, as this will show your direct relevance to the position.
Showcase Technical Skills: Clearly outline your programming skills, especially in languages like C++, C#, or Python. Provide examples of how you've used these skills in previous roles, particularly in relation to alpha research or working with large data sets.
Tailor Your CV and Cover Letter: Customize your CV and cover letter to reflect the job description. Use keywords from the listing, such as 'systematic trading', 'risk management', and 'portfolio construction', to ensure your application stands out.
Express Your Interest in the Firm: In your cover letter, convey your enthusiasm for the firm and the role. Mention why you are interested in working in systematic trading and how you can contribute to their success, especially in US equities intraday trading.
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 applied these skills, as this will demonstrate your technical proficiency and problem-solving abilities.
✨Discuss Your Research Experience
Since the role involves alpha research, be ready to talk about your previous experiences in statistical arbitrage or systematic trading. Share insights from your past projects, focusing on how your contributions led to successful outcomes.
✨Understand the Business Impact
Emphasize your understanding of how quantitative research affects trading strategies and overall business performance. Discuss how your work can directly influence PnL and risk management, showing that you are results-oriented.
✨Prepare for Data-Driven Questions
Expect questions related to working with large data sets and your approach to data analysis. Be ready to explain your methodologies and any tools or frameworks you have used to extract insights from complex data.