Senior Quantitative Researcher

Our client, a well- established tier- 1 global proprietary trading firm is expanding their business in USA, Europe , Dubai, Asia they are looking for a Senior Quantitative Researcher to join them.

As a member of the firm’s trading teams, a Senior Quantitative Researcher will be using the company’s in-house trading system—one of the fastest and most comprehensive in the world—to develop and deploy algorithmic trading strategies based on patterns in market behavior.

Responsibilities:

• • Designing, implementing and deploying trading algorithms
  • Researching high to mid frequency alphas across asset classes (including digital assets)
  • Exploring trading ideas by analyzing market data, market microstructure and alternate data for patterns
  • Creating tools to analyze data for patterns and developing data platforms
  • Contributing to libraries of analytical computations to support market data analysis and trading
  • Developing, augmenting and calibrating exchange simulators

Qualifications:

• • A Bachelors, Masters or PhD degree in Mathematics, Statistics, Computer Science or equivalent STEM degree
  • Have at least 4 years of quant research or trading experience and have worked in a quantitative trading environment will be ideal but not compulsory
  • For candidates who are keen to take on portfolio managers role, ideally they have a Sharpe Ratio of above 2.5
  • A strong background in mathematics and statistics
  • Proficiency in back-testing, simulation, and statistical techniques (auto-regression, auto-correlation and Principal Component Analysis)
  • Solid data-mining and analysis skills, including experience dealing with a large amount of data/tick data
  • Familiarity with signal generation and statistical models
  • Strong programming skills in Python or C++

Please email your cv directly to [email protected] in word format with job reference no. 16165to [email protected]

Please note that due to the high number of applications only shortlisted candidates will be contacted. If you do not hear from us in the next 5 business days we regret to inform you that your application for this position was unsuccessful.

EA Licence: 16S8131

Recruiter Licence: R22104669