Quantitative Trader - Futures Market Making

The ideal candidate will contribute to the day do day activity of the desk with a strong focus on quantitative research/trading to provide liquidity internally and externally on large range of products and subsequently hedging risk inherited from internal and exchange flows.

They are looking for a technically strong Quant Trader with practical experience of market making derivatives, who can add value to the team.

The ideal candidate will work on the development/improvement of performance and central hedging on Index Futures, improve Futures Placement for Index Futures strategy and have expertise in Order placement methodologies.

Ideal candidate:

• Ideally 2+ years' experience in Future Market-Making
• Should have used/worked with a high-freq backtester/simulator
• Should be able to code, Python is a minimum but ideally C++
• A preference for candidates who built their experience on European derivatives markets

Requirements:

• Quantitative background - includes degrees in Mathematics, Statistics, Econometrics, Financial Engineering, Operations Research, Computer Science and Physics.
• Programming proficiency with at least one major programming or scripting language (e.g. C++, Java, Python).
• Strong technical & problem solving (troubleshooting) skills
• Proactive and flexible approach to dealing with challenges
• Highly motivated to work directly with traders and research
• Ability to quickly resolve issues under pressure
• Strong communication skills and ability to work well with colleagues across multiple regions.