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.
- 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.
- 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.