Equities/Futures Quant Research Equities/Futures Quant Research …

Selby Jennings
in London, United Kingdom
Permanent, Full time
Last application, 20 Jan 21
Negotiable
Selby Jennings
in London, United Kingdom
Permanent, Full time
Last application, 20 Jan 21
Negotiable
Quantitative Researcher/Trader - HFT or Mid-Frequency - Equity/FX/Futures An industry-leading Hedge Fund, with offices in London, Switzerland and the US, is looking to hire a dynamic and experienced Quantitative Researcher/Trader to add genuine value to an already succesful team.

The role would comprise of three main sleeves:

  1. Alpha generation and the ability to identify regular and genuine signals in traditional and alternative datasets.
  2. The use of state-of-the-art AI techniques to enhance the portfolio and ensure optimal weighting/balancing.
  3. Management, monitoring and improvement of advanced and complex algorithms.

Looking for an enthusiastic candidate with interest & skills in the quantitative and research space, and extensive experience in leading research efforts and developing/enhancing systematic trading strategies across all liquid asset classes.

Requirements:

  • MSc./Ph.D. in a Quantitative discipline from a top tier University.
  • 3+ years in a Front Office or Buyside environment.
  • Python / C++/ R (on Linux).
  • Experience working with high-frequency tick data and market microstructure analysis.
  • Strong knowledge of probability, statistics, and machine learning.
  • Extensive professional experience trading FX, Equities or Futures.
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