My client is a systematic hedge fund with cutting-edge technology operating in market making/high frequency trading, mid frequency/statistical arbitrage, and low frequency/event driven trading across all asset classes. The firm has offices globally, and is looking for Quantitative Researchers and Traders to join one of their offices in Asia or Europe. This is an excellent opportunity for Quantitative Researchers and Traders with three or more years of experience to leverage the firm's infrastructure and use advanced statistical techniques to identify and exploit market opportunities, working closely with portfolio managers to design and implement trading strategies.
Involvement in all aspects of the strategy development process, from analysing datasets to identify patterns and opportunities to implementing strategies.
Working collaboratively with other researchers to discuss research, and improve strategies.
Automating strategies, and monitoring their behaviour over time.
The ideal candidate will have a Master's or PhD in a numerate field of study, such as Mathematics, Physics, Computer Science, or Engineering, and at least 3 years of relevant experience.
Coding proficiency in at least one language. Previous successful candidates are proficient users of Python, C++, Java, MATLAB, etc.
Quantitative, analytical, and research skills from academic and professional experience, and ideally a demonstrated ability to leverage Data Science methods in a profitable way.