Quantitative Researcher

We're working with one of the prominent prop trading firms in the HFT space. They are looking to make multiple hires in to one of their most successful trading teams.

The team runs fully automated strategies across global financial markets in High & Mid-frequency Futures and Equities. They run a host of liquidity provision and liquidity taking strategies.

They are looking for an experienced Quant Researcher with relevant industry knowledge to join the team - the role will be predominantly focused on alpha research, looking to develop new signals and optimise existing strategies.

The right candidate will have a blend of strong maths/stats knowledge and be highly skilled on the technical side of things, with Python being a necessity.

The firm boasts some of the most sophisticated trading systems in the world - allowing them to compete in a crowded market.

As one of the top global trading teams compensation from the outset will be extremely competitive.

Requirements

• Advanced STEM degree (PhD preferred)
• Experience researching HFT/MFT strategies in Equities/Futures
• Very strong technical skills - Python is a must
• C++ experience would be beneficial
• Excellent Mathematics/Statistics