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My client is a leading systematic hedge fund, with low latency infrastructure, low cost structure and a wide variety of data sources, my client is searching for algorithmic traders to join the team in either London, New York or Hong Kong.
Successful candidates will be expected to work both independently in creating new automated strategies and collaboratively with the existing team. You will have access to a vast variety of tradable assets and encouraged to diversify the firm's already large existence in the equity market.
Candidates will be responsible for the full life cycle of the trading strategy, from hypothesis to back testing, to live monitoring. This is a great opportunity for a highly driven and quantitative individual.
Masters or PhD in a highly quantitative subject, such as Physics, Mathematics or Computer Science.
Impeccable educational background from a leading University.
Strong coding ability in languages such as, Python, C++, Java etc...
Previous experience within systematic trading.
Experience in coding trading algorithms.
Strong live or (at minimum) back test results
Exposure to strategies producing Sharpe ratio of 2+.