As a member of the Market Making team, the Quantitative Researcher will develop and deploy algorithmic trading strategies. You will be responsible for the entire lifecycle of trading algorithm development and back-testing. You will have the opportunity to contribute trading ideas to the team and develop their understanding of capital markets trading microstructure. You will work closely with traders and engineers in a collaborative environment and be capable of demonstrating flexibility, contributing ideas and working effectively with senior stakeholders.
Responsibilities
Designing, implementing, and deploying mid and high-frequency trading algorithms
Exploring trading ideas by analysing market data and market micro-structure for patterns
Creating tools to analyse data for patterns
Contributing to libraries of analytical computations to support market data analysis and
trading
Developing, augmenting, and calibrating exchange simulators
Candidate Requirements
PhD/MSc in CompSci, Mathematics or IT from a top-tier university
3+ years of research experience in mid and/or high-frequency trading
Proficiency in back-testing, simulation, and statistical techniques
Solid data-mining and analysis skills, including experience dealing with a large amount of data/tick data
Familiarity with signal generation and statistical models
Strong programming skills in Python, MATLAB or R
Talk to us
Director
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