Quantitative Researcher

High Frequency Quantitative Researcher

My client is a proprietary trading firm specializing in cross-asset high frequency trading. They are looking for highly skilled and experienced traders to join a research effort focused on generating high frequency trading alphas global liquid markets. This opportunity will enable the right candidate to play a key role in strategy development and make use of my client’s excellent proprietary technology stack and infrastructure.

About the role

 Designing, implementing, and deploying high-frequency trading algorithms focused on cross-asset Futures

 Coming-up with new, cutting-edge trading ideas

 Creating tools for data analysis of patterns

 Supporting the trading by contributing to the development of analytical computation libraries

About you

 2-5 years of quantitative trading experience in high-frequency trading in equities, futures, FX or crypto.

 A MSc/PhD from a top-tier university

 High confidence in their ability to create new strategies both independently and with team collaboration

 A strong background in mathematics and statistics, with good knowledge of statistical models and signal generation

 Proficiency in back-testing, simulation, and statistical techniques

 Data-mining skills paired up with data analysis skills. Previous experience operating with a large amount of tick/data would be beneficial

 Strong programming skills in Python or C++