Equities/Futures Quant Research Equities/Futures Quant Research …

Selby Jennings
in London, Vereinigtes Königreich
Festanstellung, Vollzeit
Letzte Bewerbung, 26 Feb 21
Negotiable
Selby Jennings
in London, Vereinigtes Königreich
Festanstellung, Vollzeit
Letzte Bewerbung, 26 Feb 21
Negotiable
Quantitative Researcher/Trader - HFT or Mid-Frequency - Equity/FX/Futures An industry-leading Hedge Fund, with offices in London, Switzerland and the US, is looking to hire a dynamic and experienced Quantitative Researcher/Trader to add genuine value to an already succesful team.

The role would comprise of three main sleeves:

  1. Alpha generation and the ability to identify regular and genuine signals in traditional and alternative datasets.
  2. The use of state-of-the-art AI techniques to enhance the portfolio and ensure optimal weighting/balancing.
  3. Management, monitoring and improvement of advanced and complex algorithms.

Looking for an enthusiastic candidate with interest & skills in the quantitative and research space, and extensive experience in leading research efforts and developing/enhancing systematic trading strategies across all liquid asset classes.

Requirements:

  • MSc./Ph.D. in a Quantitative discipline from a top tier University.
  • 3+ years in a Front Office or Buyside environment.
  • Python / C++/ R (on Linux).
  • Experience working with high-frequency tick data and market microstructure analysis.
  • Strong knowledge of probability, statistics, and machine learning.
  • Extensive professional experience trading FX, Equities or Futures.
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