Quantitative Researcher (HFT Futures)

Direct message the job poster from Thurn Partners

Company: Globally leading algorithmic market-maker

Location: London, United Kingdom

Brief: The firm is a technology-driven, low-latency market-maker, renowned for leveraging data to deliver high-quality returns.

Responsibilities:

• Research and develop high-frequency trading strategies for futures markets.
• Analyze vast amounts of market data to identify trading opportunities.
• Design and optimize statistical and machine learning models to enhance strategy performance.
• Conduct in-depth market microstructure analysis to refine execution efficiency.
• Continuously improve trading performance through rigorous experimentation and iteration.

Requirements:

• Strong programming skills in Python, C++, or another relevant language.
• Deep understanding of market microstructure and electronic trading in futures markets.
• Experience in statistical modeling, time-series analysis, and machine learning.
• Prior experience in high-frequency trading or low-latency strategy development is highly desirable.

Seniority level

Mid-Senior level

Employment type

Full-time

Job function

Research and Analyst

Industries

Financial Services and Investment Management

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