High Frequency Quantitative Researcher

  • Highly competitive market rate
  • London, England, United Kingdom
  • Permanent, Full time
  • Anson McCade
  • 18 Aug 17

My client is a top performing proprietary trading firm operating within high frequency strategies. They are seeking experienced Quantitative Research Analysts to join their team. Being a part of one of their trading teams a Quantitative Research Analyst uses the in-house trading system, in which my client has one of the fastest and most comprehensive in the market globally, to generate alpha and create new signals.

My client has the aim to develop and deploy algorithmic trading strategies based on patterns in market behavior. They have a strong track record of profitable trading strategies operating within most time horizons and across various asset classes.

Responsibilities

  • Designing, implementing and deploying high-frequency trading algorithms across asset classes and frequencies
  • You will also be conducting analysis of market data and market microstructure for patterns in order to explore trading ideas
  • Creating of tools in order to analyze data for patterns
  • Develop, augment and calibrate exchange simulators
  • Contribute to libraries of analytical computations to help grow and support market data analysis and trading

Qualifications

  • Must hold a PhD, from a top University, within a field such as: Physics, Applied Mathematics, Computer Science or Statistics
  • Having 2+ years of research experience in high-frequency trading and a proven track record is an advantage
  • Proficiency in back-testing, simulation and statistical techniques (auto-regression, auto-correlation, and Principal Component Analysis)
  • A strong background in mathematics and statistics
  • Having strong data-mining and analysis skills, including experience with large data/tick data, is also an advantage
  • Confident programming skills in at least one of these languages: C++, MATLAB and R
  • Familiarity with signal generation and statistical models
  • Applications

If you are interested in this position and you would like to find out more, please email your CV to: jimmy.bedford@ansonmccade.com