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Your future employer is a leading quantitative hedge fund which engages in systematic, process-driven proprietary trading. The firm builds automated trading strategies aimed at capturing market inefficiencies across various markets and asset classes from a few milliseconds to longer term both pure arbitrage or statistical in nature. The team has an extensive history of successfully running quantitative trading strategies for more than a decade and spun out as a hedge fund last year.
They operate at the intersection of trading, quantitative modeling, and technology and roles are therefore highly interdisciplinary. They trade on state-of-the-art infrastructure to handle their large trading volumes with offices globally.
Overview of the Quant Trader/Researcher (Python, Java, C++) role:
Research and implement strategies within the firm's automated trading framework.
Analyze large data sets using advanced statistical methods to identify trading opportunities.
Develop a strong understanding of market structure of various exchanges and asset classes.
Typical Day for the successful Quant Trader/Researcher (Python, Java, C++):
Primary focus throughout the day is on researching and implementing trading ideas.
Before market open, check that all required data and related processes are ready for the trading day.
During market hours, sporadically monitor behavior and performance of strategies.
Requirements of the Quant Trader/Researcher (Python, Java, C++):
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 communication skills and ability to work well with colleagues across multiple regions.
Ability to work well under pressure.
If this sounds like something you would at least like to hear more about please forward your CV or call on +44(0)20 7780 6706