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Senior Algorithm Trading Quant Strategist

Ref #: 422
Location: UK
Salary: Highly Competitive
Type: Permanent

Our client is a global systematic trading and investment management firm with an office in London, it offers professional investment & strategy research, trade execution and risk management. Being part of the team, your focus will be to conduct research on the Chinese future markets and develop intraday / mid-frequency algorithmic strategy. You will construct your own portfolio which will be mainly equity index futures, commodity futures and bond futures traded in Chinese Exchanges.

Key Responsibilities:

  • Conduct statistical research on intraday / mid-frequency timeseries.
  • Generate new trading idea and convert into automated strategy.
  • Optimise trade execution and market impact to maximise trading performance.
  • Maintain and improve live strategies.
  • Maintain portfolios and responsible for your own P&L.
  • Write research report and strategy presentation used in internal and external interaction.

Skills Required:

  • Master or PhD degree in mathematics, statistics, computer science or related disciplines.
  • Minimum 3 years of research experience in intraday/mid-frequency algorithmic trading or quantitative portfolio management.
  • Strong experience in building black box trading algorithmic strategies.
  • Strong experience in market alpha research.
  • Experience in working with fine grained tick level data and hands on experience in using technologies to manipulate data.
  • Familiar with at least one of the following programming languages: C/C++, Matlab, R or Python.

Please only apply if you have relevant experience and we will contact those applicants we consider suitable.


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