About the role:

• Managing a quant / stat arb portfolio in cash equities or equity futures
• Researching and developing new signals/ trade ideas
• Managing portfolio construction and risk
• Work alongside quant and development support in roll out of trading strategy and/or infra

About you:

• 5 years+ experience in quant/ systematic trading firm
• Multi-year track record managing investment portfolio

• A MSc/PhD from a top-tier university
• A strong background in mathematics and statistics, with good knowledge of statistical models and signal generation
• Proficiency in back-testing, simulation, and statistical techniques
• Data-mining skills paired up with data analysis skills. Previous experience operating with a large amount of tick/data would be beneficial
• Strong programming skills in Python or C++