- Junior
- Bureau à London
Quantitative traders are responsible for the research and development of the firm’s algorithmic trading models. Applied quantitative research is deployed across all aspects of our trading platform and consequently, the team is actively engaged in solving problems across a broad range of subjects, from signal research to risk management, portfolio optimisation and order execution. The culture is collaborative, the research is owned front to back, and we are open to new ideas and methods.
Qualifications
- Strong academic background (preferably PhD) in Statistics, Mathematics, Physics, Computer Science, or another quantitative field
- 1+ years of experience working in high frequency, intra-day or a few days holding period prop strategies in FX or Futures markets. Otherwise, a PhD with a financial application
- Working knowledge of linear and non-linear statistical methods on big datasets
- Proven ability to conduct quality research, demonstrated either through relevant work experience or peer reviewed academic papers
- Strong proficiency in Python. Any other programming language is an advantage
Personal Attributes
- Team oriented mentality
- Creative, motivated, self-starter
