Our client is one of the most respected and successful systematic trading funds in the City. All trading decisions are automated. Trades are generated and executed systematically by computerized algorithms conceived, carefully developed and rigorously tested by their research groups.
The research groups take absolute responsibility for the performance of trading strategies. Typically research groups build and maintain their own suite of proprietary tools for development, testing, deployment, performance monitoring and maintenance of trading algorithms.
The successful candidate will undertake research and associated programming tasks relating to the development of high frequency / intra-day quantitative strategies designed to profit from short term opportunities arising on electronic markets for equities, currencies, interest rates, commodities and related futures contracts.
The work requires creativity, rigorous investigative skills and the ability to research, understand and apply advanced mathematical modelling techniques and effectively communicate results when required
Key requirements:
• Outstanding aptitude for quantitative problem solving supported by strong foundations in general mathematics.
• Excellent academic background, ideally to master’s level or above. Outstanding performance in undergraduate or postgraduate studies (Mathematics, Physics, Computer Science or related discipline) from a leading university.
• Hardworking, ambitious, inquisitive, creative, commercial, pragmatic, detail oriented, high integrity, reliable. Able to participate in teamwork but also work effectively when self-directed.
• Willing to invest time to improve programming skills as required.
• Financial knowledge is desirable but should not be a substitute for strong foundations in general problem solving and the application of scientific methods.
• Good understanding of general programming concepts, diligent coder.
• Extensive programming using one or more statistical or econometric packages (e.g. R, S+, Eviews, Gauss etc), experience of Matlab highly advantageous.
This is an exceptional opportunity to join a fund that has stayed at the top of its game through a continued investment in its infrastructure, technology and people. You will be given all the support you need by colleagues with exceptional track records and the ability to stay at the forefront of their industry for a prolonged period of time.
Market leading base salaries and bonuses WILL be paid to successful candidates.