Equities/Futures Quant Research

London, South East England

The role would comprise of three main sleeves:

  • Alpha generation and the ability to identify regular and genuine signals in traditional and alternative datasets.
  • The use of state-of-the-art AI techniques to enhance the portfolio and ensure optimal weighting/balancing.
  • Management, monitoring and improvement of advanced and complex algorithms.
    Looking for an enthusiastic candidate with interest & skills in the quantitative and research space, and extensive experience in leading research efforts and developing/enhancing systematic trading strategies across all liquid asset classes.

    Requirements:

    • MSc./Ph.D. in a Quantitative discipline from a top tier University.
    • 3+ years in a Front Office or Buyside environment.
    • Python / C++/ R (on Linux).
    • Experience working with high-frequency tick data and market microstructure analysis.
    • Strong knowledge of probability, statistics, and machine learning.
    • Extensive professional experience trading FX, Equities or Futures.