My client is a multi-strategy hedge fund operating in the intraday and mid-frequency space. The firm is currently looking for Quantitative Researchers / Traders and PMs, particularly those covering short-term Futures strategies (intraday up to a week) who can join a collaborative team, or set up their own desk and trade their own strategies for a % of their PnL.
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The firm can offer robust execution infrastructure including co-location, allowing strategies to cover low-latency and intraday / MFT, while maintaining relatively low costs and a quick time to market.
The Role :
- Generating alphas based on analysis of market or alternative data.
- Monetizing signals, monitoring performance of trades and optimising them where possible.
- Creating quantitative tools to aid the strategy development process, such as execution algorithms, modelling libraries, etc.
for the rest of your trading team to use.
Requirements :
- A BSc / MSc or PhD degree in a numerate field. Previous successful candidates have degrees in Engineering, Physics, Mathematics, Computer Science, etc.
- Coding proficiency in at least one language, such as C++ or Python.
- At least three years of experience as a Quantitative Researcher / Trader, where you used sophisticated quant methods for the research and optimisation of strategies.
- You will need to be a confident, resilient, and highly motivated individual, capable of working collaboratively with your colleagues in your office and in other locations, or more independently.
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