My client, a Systematic Trading firm, are looking to expand out their trading desks across all asset classes. They focus on high to mid frequency trading strategies; from their low-latency proprietary trading business to their mid-frequency hedge fund side. Due to their excellent performance this year so far, they are seeking Quantitative Traders & Researchers for both of their business lines.
What we're looking for:
- Minimum 3 years' experience in an alpha generating/research role
- Designed and developed systematic strategies for either US Cash Treasury and Futures FI, FX, Equity and Commodities markets
- High - Frequency to Mid- Frequency Strategies
What will be your responsibility:
- Designing, developing and managing profitable systematic trading strategies
- Conduct your own strategy research and design
- Development in C++ and Python (although, there might be flexibility if you only know one)
- Liaising and collaborating with the wider team and technology/trading experts
This role will pay competitively and we need someone who wants to join a collaborative environment.