My client, a leading quant hedge fund, is looking for an experienced Quant Strategist with an expertise in systematic FX, Futures or Fixed Income trading to join their alpha research team. The role will entail researching and developing market-making models, conducting execution research and building in-house execution algos. In addition, you will be hands on with performing market micro structure research and short-term alpha generation.
- Minimum 2 years of experience in a Quant Research role, covering the FX, Futures and Fixed Income markets
- High-frequency trading and/or market-making is a plus, but not a necessity
- 2+ years conducting market microstructure research and analyzing tick data
- Prior experience working on trading strategies across FICC
- MS degree minimum, PhD preferred - in a quant discipline (math, comp sci, physics etc.)
- Programming proficiency in Python, Java or C++