A new proprietary HFT company has been established to deliver and trade new alpha models in a high volatility and inflationary environment. You will be part of a team of experienced quants, traders and engineers within an ultra-low latency C++ environment. A Quantitative Trader who has at least 3 years of front-office experience dealing with microstructure model enhancements, day-to-day trading performance and risk management. The initial models are ready to go on US markets so a willingness to work US hours in London will be required.
A Ph.D. in Computer Science, Econometrics, Electronic Engineering, Mathematics, Physics or Statistics. You will have a track record of published research work in respected journals. Applications from candidates who have completed a post-doctoral research position are particularly welcome.
Successful candidates will have substantial academic or trading experience in at least one of the following areas:
- Applied Mathematics such as Cryptography, Fluid Mechanics, and Optimisation.
- Linear and non-linear time series and spectral analysis (ARIMA, TAR, VAR, SSA etc..)
- Machine learning techniques such as DNN's, LSTM, LASSO, Random Forest, and XGBoost.
- Multivariate methods such as PCA and ICA, Factor Analysis, and Cluster Analysis.
- Experienced in C++ on very large data sets.
- Self-motivated with high curiosity.
- Ability to work independently and with a team.
- Work alongside similar people in an innovative research-driven environment.
- Ability to use new research techniques on ever-growing data sets.
- Highly competitive annual bonus payments to successful candidates who demonstrate positive innovation in models and processes.