Position: Quantitative Researcher (Multi-Asset) - Systematic Prop Firm - Up to £300,000 base + guaranteed[...]
Location: Greater London
Job title: Quantitative Researcher (Multi-Asset)
Client: Pioneering HFT Quantitative Proprietary Trading Firm – Multidisciplinary team of STEM experts ranging from Mathematicians, Physicists, Technologists, Academics, and finance industry experts.
Salary: Up to £300,000 starting base + guaranteed bonus and package
Location: London (Hybrid 3days onsite)
- Pioneer of high frequency trading. Performing at the forefront of the quant industry since the late 1990s.
- Developing automated quantitative strategies and trading across a multitude of different asset classes and investment products, including Equities, Futures, Options, FX, and digital assets.
- Multidisciplinary team of STEM subject matter experts.
- PM-pod siloed trading environment but with data, execution, tech, managed centrally.
- Reputably known for successfully integrating systematic trading with traditional fundamental/discretionary research.
Objectives
- Explore and leverage an array of complex and noisy data (market, tick, options, alt) to identify statistical patterns and unique market opportunities.
- Contribute towards existing and novel strategies by refining methodologies and exchanging research ideas.
- Leverage sophisticated statistical methods to understand and manage risk, profitability and transaction costs in conceptualizing new trading ideas.
- Back test and implement productionized trading models in a live trading environment.
- Contribute to the full lifecycle research strategy from data ingestion to alpha generation.
Required skills
- Academic degree in mathematics, statistics, physics, computer science, or another highly quantitative discipline.
- Tangible signal generation experience. Will still consider applicants with Industry-related internship either within computational finance or technology. (Wil consider candidates with internships in other related data-driven fields).
- Knowledge of algorithms, data structures, probability and statistics.
- Experience of dealing with a multitude of noisy data challenges in a data-driven environment.
- Proficient in either C++ or Python.
- Experience with translating mathematical models and algorithms into code.
- Proficient in exploring and attaining value from noisy and complex data sets (alt, market, options, tick).
If this opportunity is of interest, please apply direct or email me directly at .
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