Quant Researcher – Market Making – Uncapped package

£100000 - £400000 per annum

Quant Researcher – Market Making – Python – Uncapped package

A world leading Market Maker has an immediate vacancy for a Quantitative Researcher who will be responsible for developing and testing automated quant trading strategies using sophisticated statistical techniques. My client are seeking top talent who are entrepreneurial self-starters and enjoy being in a fast-paced and dynamic environment for exciting opportunities in their automated quantitative trading businesses. This opportunity offers excellent exposure to a quantitative trading career path in one of the world’s leading global financial institutions.

* Develop core algorithms and models leading directly to trading decisions.
* Conduct research and statistical analyses about securities and commodities.
* Conceptualize valuation strategies, develop and continuously improve upon mathematical models, and help translate algorithms into code.
* Work closely with traders to interpret valuations and develop next generation models and analytics.
* Evaluate financial data vendors; evaluate and work with new data sources and analytics packages in developing investment strategies.
* Provide continuous optimization and improvements of trading strategies.

* Demonstrated ability to complete high level, investment related research.
* Prior experience in a quantitative role within a trading environment or experience in a position applying advanced quantitative techniques in solving highly complex data intensive problems.
* Strong analytical skills; experience working with and analyzing large datasets.
* Strong mathematical and statistical modeling skills (i.e. time-series and cross-sectional skills) preferred
* Proficiency in coding, with experience using statistical packages (e.g. R, Matlab).
* Hands on programming experience in scripting (e.g. Python, Perl, Ruby, Smalltalk, etc) and compiled languages (C++ for Windows or Linux).

Depending on the role, additional qualifications may include:
* Demonstrated interest in or knowledge of investments, derivatives, asset pricing, empirical anomalies, macroeconomic analysis and market micro-structure.
* Prior experience with equities, convertible arbitrage, fixed income and/or commodities.
* Understanding of the modeling of risk and dynamics of linear and non-linear financial products.
* Strong understanding of international accounting rules and familiarity with global market structure.
* Familiarity with portfolio construction analytics and some exposure to quantitative portfolio management.

Education: Masters Degree in Statistics, Computer Science, Mathematics, or a related field. PhD preferred.

For more information, please forward a Word CV in confidence.

Quant Researcher – Market Making – Python – Uncapped package

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