Quantitative Trader/Strategist

  • Competitive
  • London, England, Großbritannien
  • Festanstellung, Vollzeit
  • Non-disclosed
  • 19 Sep 17

Small but very efficient firm and upside is huge for the right person, and they will need to focus on trading optimization, client flow management and hedging, portfolio construction, and algorithm development and will lead a small team on the trading desk to build client flow management strategies with optimal hedging, building systematic trading strategies, execute trades and manage currency hedges.


  • Conduct quantitative research on client flow management and hedging strategies, other new trading strategies from a medium to high frequency perspective
  • Development and implementation of algorithms across a broad e-trading platform
  • Client flow analysis
  • Data analysis on tick data and flash data (high frequency data)
  • Portfolio construction research and model development in order to enhance trading efforts
  • Working directly with a other senior researchers and traders

The ideal candidate should possess:

  • 5+ years of work experience working as a quantitative strategist or trader on a statistical arbitrage, electronic trading, or delta one desk
  • Advanced degree in Mathematics, Finance, Engineering, or Computer Science
  • Strong programming knowledge of one or more of the following languages: Python, KDB/Q, C++, Scripting
  • Applied machine learning experience (i.e.decision trees, regression analysis)
  • Good communication skills