As a key member of the Market Making team you will develop and deploy algorithmic trading strategies based on patterns in market behaviour. The Quantitative Researcher will be responsible for the entire lifecycle of trading algorithm development and back-testing. You will have the opportunity to contribute trading ideas to the team and develop their understanding of capital markets trading microstructure. You will work closely with traders and engineers in a collaborative environment and be capable of demonstrating flexibility, contributing ideas and working effectively with senior stakeholders.

Responsibilities

• Designing, implementing, and deploying mid and high-frequency trading algorithms
• Exploring trading ideas by analysing market data and market micro-structure for patterns
• Creating tools to analyse data for patterns
• Contributing to libraries of analytical computations to support market data analysis and trading
• Developing, augmenting, and calibrating exchange simulators

Candidate Requirements

• PhD/MSc in CompSci, Mathematics or IT from a top-tier university
• 3+ years of research experience, preferably equities focused, in mid and/or high-frequency trading
• Proficiency in back-testing, simulation, and statistical techniques
• Solid data-mining and analysis skills, including experience dealing with a large amount of data/tick data
• Familiarity with signal generation and statistical models
• Strong programming skills in Python, MATLAB or R