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Our client is a quant hedge fund who are expanding strategies and actively hiring a Liquid Market/ Cross-Asset Futures Quantitative Trader to manage a decent sized portfolio. We are looking for a quant trader running statistical or systematic relative value/ event driven strategies. Strong role to join a solid group who have experience running high Sharpe high return strategies.
Ideal candidate has experience trading prop running systematic strategies at a hedge fund, investment bank or prop trading firm. Min. 1 year track record. We can hire junior or senior quant traders.