Job Details
High Frequency Quantitative Researcher/Trader
My client is a research-driven prop firm with offices across Europe, North America and Asia. Their teams primarily trade Cash Equities and Futures with strategies covering a range of holding periods from seconds to several days. The firm is looking for a Quantitative Researcher/Trader with 3+ years of experience in Alpha research to be responsible for researching, developing and managing their own strategies. Quant Researchers in the team with have the opportunity to manage a risk allocation, and will work closely with a Portfolio Manager, Traders and Quant Developers. This is an excellent opportunity for Quant Researchers with experience researching Alphas on Equities/Futures markets who want to move towards leading a team and manage a book. The successful candidate will receive a bonus tied to performance and will have the opportunity to earn a % of their PnL once they are managing a book.
The Role:
- Involvement in all aspects of the strategy development process, from research based on large datasets to the creation, backtesting and implementation and monitoring of strategies.
- This is a collaborative team where you will work with/lead other quantitative researchers to research alphas, discuss research, and optimise trading strategies.
Requirements:
- The ideal candidate will have a Master's or PhD in a numerate field of study, such as Mathematics, Physics, Computer Science, or Engineering.
- Excellent coding ability in at least one language. Previous successful candidates are proficient users of Python, C++, Java, etc.
- 3+ years of experience in Quantitative Research for HFT/intraday strategies.
- Strong attention to detail, excellent problem-solving abilities, and the ability to work well in a collaborative environment.