Description

Responsibilities:

• At least 5 years maximum 10 years of experience within high-frequency trading in equities
• Creating new alpha signal/ alpha generation (has a track record)
• Statistical arbitrage experience
• Lead the research department (3 people)
• Your missions will be to participate in the identification of new arbitrage opportunities and the improvement of existing strategies from all trading data, but also from new data sources.
• You will take an active part in the entire chain of research and development of strategies: brainstorming, modelling, data, study of signals, backtesting, implementation of strategies in a production environment and monitoring of signal performance.

Requirements:

• MS or Ph.D. in finance, computer science, mathematics, physics, or other quantitative disciplines
• Researching systematic equities strategies
• Experienced in market microstructure strategies
• Previous trading or portfolio management experience would be beneficial
• Experience with alpha research
• Strong programming skills in Python
• Strong analytical and quantitative skills
• A hedge fund background is not a must but is preferable
• Willing to take ownership of his/her work, working both independently

Location: UK - London or USA

Salary: Competitive + Bonus

REFER A FRIEND

If you're interested in this opportunity, please forward your CV. Alternatively, if you would like to know more information or have a confidential discussion please contact Shanaz Rob- call on +44 (0)203 603 4474 email [email protected]

Apply now