Senior HFT/Execution Quantitative Researcher Senior HFT/Execution Quantitative Researcher …

Capital Markets Executive Search
in London, United Kingdom
Permanent, Full time
Last application, 15 Oct 21
190K +
Capital Markets Executive Search
in London, United Kingdom
Permanent, Full time
Last application, 15 Oct 21
190K +
Posted by:
Nathaniel Stack • Investment Management
Posted by:
Nathaniel Stack
Investment Management
Our Client, a global systematic trading firm is looking for a Lead execution quant/HFT researcher to join their London Team.

Responsibilities

 

  • Lead and develop execution research and infrastructure
  • Develop tick simulator for both aggressive and passive trading
  • Conduct short term alpha research
  • Research and implement performance analytics—including signal performance and post-trade analytics (e.g. slippage, fill-rate, and market impact reports)
  • Develop efficient capture and storage of low latency market data

 

Requirements

 

  • Masters or PhD in mathematics, statistics, physics, or another quantitative discipline
  • 5+ years of experience in quantitative trading (HFT). Market-making experience is a plus
  • Detailed knowledge of the microstructure and micro-dynamics of different types of low latency markets, i.e. central limit order books, bespoke liquidity pools, dark books, mid books, etc., ideally in spot FX and NDFs
  • Understanding of the relationships between different types of market participants, their trading characteristics, and the market dynamics associated with their trades
  • Knowledge of impact modeling (how to measure and minimize)
  • Experience with aggressive trading, with short term alpha overlay
  • Experience with short term mid-construction using multiple OTC quotes (primaries, ECNS, direct bank feeds)
  • Experience developing a tick simulator
  • Strong programming skills in Python and C++
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