My client is a leading Quant Trading firm, with a strong presence across major global markets. Their approach combines rigorous quantitative research, ultra-low latency technology, and robust risk management to develop mid/high-frequency systematic trading strategies across asset classes, including equities, commodities, currencies, and fixed income.
Their traders leverage cutting-edge technology and data-driven insights to deploy algorithmic strategies in global markets. As a Quantitative Trader, you will design and optimize trading algorithms, contributing to the firm’s overall market-making and quantitative trading efforts.
This role is primarily for Quantitative Traders who have their own Alpha generating strategies.
Key Responsibilities
- Develop, implement, and optimize mid/high-frequency trading strategies.
- Analyse vast datasets to uncover trading opportunities and improve execution efficiency.
- Research and model market microstructure dynamics across multiple exchanges.
- Design, test, and refine trading algorithms in a simulated environment before deployment.
- Collaborate closely with engineers to enhance trading infrastructure and execution speed.
Who they are looking for
- Strong problem-solving and analytical skills.
- Proficiency in at least one programming language.
- Experience with data analysis, statistical modeling, and market research.
- Familiarity with machine learning techniques.
- Knowledge of market microstructure and execution strategies (a plus).
- Ability to thrive in a fast-paced, collaborative environment.
- Prior experience in trading, internships in a financial or quantitative field.
- Sharp Ratio of 2.0+ for Mid Frequency Strategies (A Must)
- Sharp Ratio of 6.0+ for High Frequency Strategies (A Must)
If this role is of interest to you, and you would like to hear more about the opportunity and my client please reach out.