My client is a leading market maker with global presence spanning across London, Amsterdam, Shanghai and Chicago. They have been renowned for their performances in the high frequency space and are now looking to expand their activity in the intraday to mid frequency space, with a main focus on statistical arbitrage. The team looking to hire come from systematic backrgounds and have previously worked at other leading trading firms.
Key responsibilities will include
- Extracting alpha signals from various datasets including market data and alternative data.
- Leveraging these signals to develop trading strategies which you will then backtest and optimise.
- Identifying new fields and areas to look into and research for trade opportunities
- Supporting team with analysis to help aid trade decisions
The Ideal Candidate
The team are interested in speaking with quantitative researchers with several years experience with a top firm on either the buy side or sell side. You must have hands on experience with handling large and noisy datasets and developing techniques and models to extract alpha from such. Sound knowledge of equities and futures markets would also be ideal. You will require strong skills with Python.
- Very competitive compensation package with bonus guarantees.
- The firm embraces a truly collaborative culture where challenging ideas is embraced.
- High level of transparency, no red tape.
- You will have great ownership of your research, with high visbility of strategy performance.