Quantitative Researcher

A market leading Investment Bank are looking to revolutionise the way they trade through building out an all new HFT systematic trading team. This is a once in a lifetime opportunity to be one of the first members to join the most modern trading desk in the company.

The organisation already has a cross-asset signal generation engine up and running and are now looking for talented individuals to conduct alpha research, generate signals and develop market leading trading strategies.

Previous experience developing, implementing and back-testing successful systematic trading strategies is essential. You must also have proficient coding skills in an OOP language such as Python, Java, C++ or C#.

Key Skills:

• Experience generating signals, defining strategies, Implementing in code and making money
• Code in Python or Java (Other OO's are fine but these are preferred)
• At least a BS degree in a relevant quantitative field such as maths, physics, computer science or engineering