Our client, a well- established tier- 1 global proprietary trading firm is expanding their business in USA, Europe , Dubai, Asia they are looking for a Senior Quantitative Researcher to join them.
As a member of the firm's trading teams, a Senior Quantitative Researcher will be using the company's in-house trading systemone of the fastest and most comprehensive in the worldto develop and deploy algorithmic trading strategies based on patterns in market behavior.
Responsibilities:
- Designing, implementing and deploying trading algorithms
- Researching high to mid frequency alphas across asset classes (including digital assets)
- Exploring trading ideas by analyzing market data, market microstructure and alternate data for patterns
- Creating tools to analyze data for patterns and developing data platforms
- Contributing to libraries of analytical computations to support market data analysis and trading
- Developing, augmenting and calibrating exchange simulators
Qualifications:
- A Bachelors, Masters or PhD degree in Mathematics, Statistics, Computer Science or equivalent STEM degree
- Have at least 4 years of quant research or trading experience and have worked in a quantitative trading environment will be ideal but not compulsory
- For candidates who are keen to take on portfolio managers role, ideally they have a Sharpe Ratio of above 2.5
- A strong background in mathematics and statistics
- Proficiency in back-testing, simulation, and statistical techniques (auto-regression, auto-correlation and Principal Component Analysis)
- Solid data-mining and analysis skills, including experience dealing with a large amount of data/tick data
- Familiarity with signal generation and statistical models
- Strong programming skills in Python or C++
Please email your cv directly to [Confidential Information] in word format with job reference no. 000016165 to [HIDDEN TEXT]
Please note that due to the high number of applications only shortlisted candidates will be contacted. If you do not hear from us in the next 5 business days we regret to inform you that your application for this position was unsuccessful.
EA Licence: 16S8131
Recruiter Licence: R22104669
