My client is a leading global investment bank looking to add an experienced Quant Researcher/Trader to their Automated Trading group. The work is ranging from building electronic market making strategies, algo design, execution strategies to provide liquidity internally and externally on large range of products. The new joiner will contribute to the day do day activity of the desk with a strong focus on quantitative research/trading, the primary working landscape will be on on alpha discovery in the medium frequency space (couple of minutes to couple of days)
The ideal candidate will be knowledgable of Mean Reversion - Funda - Alternative signals - Auctions Trading strategies, with the ability to bring overnight signals to intraday / auction strats.
- Ideally 4+ years' experience in trading mid freq futures strategies
- Hedge fund or prop experience
- Experience of signal integration / portfolio acquisition
- Autonomious IT skills in Java/Python
- A preference for candidates who built their experience on European markets
- Quantitative background - includes degrees in Mathematics, Statistics, Econometrics, Financial Engineering, Operations Research, Computer Science and Physics.
- Programming proficiency with at least one major programming or scripting language (e.g. Java, Python).
- Strong technical & problem solving (troubleshooting) skills
- Proactive and flexible approach to dealing with challenges
- Highly motivated to work directly with traders and research
- Ability to quickly resolve issues under pressure
- Strong communication skills and ability to work well with colleagues across multiple regions.