Roles at the firm are highly interdisciplinary, working across trading, modelling and technology. They cover a range of asset classes, with trading horizons from milliseconds to longer term, using arbitrage and/or statistical strategies. The firm have a strong tech focus, with a dedicated data science/machine learning cohort working alongside the trading business.

The firm have a strong track record spanning over 2 decades and a low turnover rate of employees. They have a collaborative setup and can provide competitive infrastructure for trading across HFT and longer term strategies. They are looking to provide strong first year compensation packages and will look to make partnerships in the future.

Requirements:

• Technical Master/PhD degree, including but not limited to, Mathematics, Statistics, Computer Science, Financial Engineering or Physics. Strong GPAs required
• Experience in a systematic trading setting within a buyside firm. Ideally with a focus on Cash Equities although open on asset class experience
• Competence in at least one major programming language (Python, R, Matlab and /or C++, C#)
• Demonstrable strong track record and potential proposals
• Proficiency in risk management and data analytical skills