My client is a multi-strategy hedge fund operating in the intraday and mid-frequency space. The firm is currently looking for Quantitative Researchers/Traders and PMs, particularly those covering short-term Futures strategies (intraday up to a week) who can join a collaborative team, or set up their own desk and trade their own strategies for a % of their PnL.

The firm can offer robust execution infrastructure including co-location, allowing strategies to cover low-latency and intraday/MFT, while maintaining relatively low costs and a quick time to market.

The Role:

• Generating alphas based on analysis of market or alternative data.
• Monetizing signals, monitoring performance of trades and optimising them where possible.
• Creating quantitative tools to aid the strategy development process, such as execution algorithms, modelling libraries, etc. for the rest of your trading team to use.

Requirements:

• A BSc/MSc or PhD degree in a numerate field. Previous successful candidates have degrees in Engineering, Physics, Mathematics, Computer Science, etc.
• Coding proficiency in at least one language, such as C++ or Python.
• At least three years of experience as a Quantitative Researcher/Trader, where you used sophisticated quant methods for the research and optimisation of strategies.
• You will need to be a confident, resilient, and highly motivated individual, capable of working collaboratively with your colleagues in your office and in other locations, or more independently.