Quantitative Researcher

The Role

As a member of the Market Making team, the Quantitative Researcher will develop and deploy algorithmic trading strategies. You will be responsible for the entire lifecycle of trading algorithm development and back-testing. You will have the opportunity to contribute trading ideas to the team and develop their understanding of capital markets trading microstructure. You will work closely with traders and engineers in a collaborative environment and be capable of demonstrating flexibility, contributing ideas and working effectively with senior stakeholders.

Responsibilities

• Designing, implementing, and deploying mid and high-frequency trading algorithms
• Exploring trading ideas by analysing market data and market micro-structure for patterns
• Creating tools to analyse data for patterns
• Contributing to libraries of analytical computations to support market data analysis and
• trading
• Developing, augmenting, and calibrating exchange simulators

Candidate Requirements

• PhD/MSc in CompSci, Mathematics or IT from a top-tier university
• 3+ years of research experience in mid and/or high-frequency trading
• Proficiency in back-testing, simulation, and statistical techniques
• 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, MATLAB or R