The team is looking to expand their footprint in Asian Markets.

About the role

• Designing, implementing, and deploying high-frequency trading algorithms focused on cross-asset Futures
• Coming-up with new, cutting-edge trading ideas as well as optimising old ones
• Creating tools for data analysis of patterns
• Supporting the trading by contributing to the development of analytical computation libraries

About you

• The ideal candidate will have:
• A MSc/PhD from a top-tier university
• Must have 3+ years of quantitative trading experience in high-frequency trading of one or more Futures.
• High confidence in their ability to thrive both independently and with team collaboration
• A strong background in signal generation, mathematics and statistics
• Proficiency in back-testing, simulation, and statistical techniques
• Strong programming skills in python and C

For further information do not hesitate to contact me at or on +44 (0)20 7780 6700