Our client is at the forefront of high frequency trading. They have a trading infrastructure that has been built up over the last 10 years and is now seen as one of the quickest and robust platforms in the business.
One of their established trading teams is looking to expand due to continued success. They are looking for an exceptional Phd level quantitative researcher to assist with the development and implementation of cross asset high frequency strategies.
This is a fantastic opportunity to fast track a career in high frequency/quantitative trading by working with two traders that have a wealth of experience within high frequency, proprietary trading firms. It is a small team and you will be exposed to all facets to the trade lifecycle from initial strategy development to back testing and live trading.
The standard of entry for this team is very high but the rewards are directly correlated to the teams success– bonuses paid directly from P&L from the start.
Successful candidates must have at least the following skills and experience:
Excellent academic background, with an Msc or preferably Phd in a numerical subject, from a leading University essential.
Outstanding aptitude for quantitative problem solving supported by strong foundations in maths/statistics.
Professional or academic experience working with large/noisy data sets.
Up to a years’ experience, or a keen interest in, high frequency/quantitative trading.
Quantifiable enthusiasm for applied/commercial problem solving.
Good working knowledge of C++.
This position will broadly suit two types of person. You have either joined a leading investment bank on completing your Phd, and you are now working in a quantitative team but can see that this is not the environment you can see yourself flourishing in long term (and the sooner you get out the better). Or, you have completed your Phd, are now a leader in your chosen filed and working within a data driven research environment but have always been interested in finance and want to experience the quantitative trading space.
Whatever your situation, if you match the above criteria then do not hesitate to contact Will North, for an initial, confidential discussion. willn@campbellnorth.co.uk or call 020 3006 3622
Major US proprietary trading firm is expanding in Europe, opportunity exists for an experienced quantitative FX trader to build new trading unit for Europe. High-frequency FX will be a key part of the company and there are huge rewards on offer for the right person.
The company re-invests a large % of profits in trading tools and infrastructure, and insists on being the best in class on any exchange they trade on. The company is a member of all major exchanges, and is ahead of the game in their use of new hardware and latency reducing technologies (they will give you arguably the best platform in London for increasing the profitability of trading strategies).
You will only be reporting into your direct superior in London rather than having a complex chain of command, and there will be no internally competing trading groups for the foreseeable future. There are significant shared services that can be utilised by any trading group in the company, such as quantitative researchers, backtesting facilities, exchange connectivity teams, trade assistants, etc
There are favourable arrangements on offer for any trader with a good track record and payouts of up to 50% of net PnL. IP protection can be written into contracts and no groups will have their trading profits/losses set off against each other.
The ideal candidate will have been trading FX at high-frequencies (sub-second holding periods) in a major bank, hedge fund or at another proprietary trading company. Ideally you will have historical trading strategies that can be replicated on better infrastructure, but you should be smart enough to devise new ones if that is not possible.
You should have a Sharpe >3 over a reasonable time period in live trading, and have experience of developing your own strategies from start to finish rather than replicating other peoples. Competence in at least one major programming language is a necessity (C++/Java).
The type of people who will be right for this position will generally not be actively looking for a new role, if you want to have a confidential conversation please e-mail Paul@campbellnorth.co.uk or call directly on 0203 006 3626.
A high frequency index arbitrage team in an award winning hedge fund irequires some quant firepower with experience of US market micro-structure to be involved in adapting European strategies and devising new US centric strategies that later be exported into other markets.
This hire will be critical for the groups expansion and there is potential to build a region specific team around you within the larger team. The fund as a whole will have a permanent presence in the US by mid-2014 so this hire could potentially lead one of the initial US teams.
The ideal candidate will have an MSc/PhD in an intensely numerate or technical subject from a world class university, and 1-3 years of experience in a good quantitative equities trading and/or research team.
The fund has won multiple awards over its lifetime for consistently impressive rewards and is a market leader in high frequency technology and trading. The equities trading team in the UK have an impressive track record and total compensation is determined by (generous) % share of net PNL. They are building a global team over the next few years and this should be thought of as a long-term move.
An established and highly profitable proprietary trading firm has an opening for a Junior Quantitative Trader to work alongside an experienced Quant Trader, developing strategies in the high frequency space.
Data Scientists with experience of collecting, analysing and manipulating vast data sets using advanced statistical and quantitative methods have the opportunity to be trained as Quantitative Traders for a technology driven algorithmic trading firm.
Regardless of what industry you have been exposed to, if after leaving academia you have applied your knowledge to innovative and complex data analysis to back-test, hypothesise and predict results from mass data you have highly relevant and transferable skills.
Machine Learning and other advanced statistical analysis and data mining techniques that have been used in a highly technical environment using C++ under Linux, R, MATLAB will be sought after.
Experience of:
Working on very large data sets
Quantitative analytics
Building back-testing systems
Advanced statistical methods
C++ (UNIX/Linux) programming
MATLAB/R
MSc/PhD in Statistics/Computer Science/Machine Learning/Mathematics/Physics/etc.
This is a rare opportunity to work alongside an experienced Quant Trader constructing trading strategies in the high frequency trading space and gain second to none guidance and support towards building a successful career in the technology driven financial markets.
For more information please do not hesitate to contact Will North at willn@campbellnorth.co.uk or 020 3006 3622
High frequency trading firm requires experienced high frequency trading researcher – the successful candidate must have at least 3 years experience within this sector, ideally within a leading hedge fund or prop group. Interest or experience with machine learning desirable.
Our client is currently building out their team prior to launching later in the year. Having already hired a number of high frequency trading experts on both the technology and trading side of things they are now looking for an experiencde high frequency trading researcher to fill the final position within the founding team.
All the founders have an incredibly strong track record building some of Europe’s leading HFQ trading businesses and have a network within the sector that is second to none, so the infrastructure, financial backing and necessary contacts are first class.
They are therefore looking to hire people with a similar confidence and track record who can bring industry knwoledge and strategies to help build with them a highly profitable business.
The team behind the fund are well regarded and are privately funded by one of the partners so have the financial clout that is needed to be successful in this industry.
At this stage we are only looking to speak to people with a proven track record in the high frequency trading space. Successful candidates will have at least 2 years high frequency trading experience, the ability to adapt and innovate as required. Machine learning and C++ programming skills are highly desirable.
You will most likely already be working in a high frequency hedge fund or trading group and want to be a part of an organisation from the start and reap the true rewards that your hard work and strategies deserve.
This is a great opportunity for a proven trader/researcher to join an organisation that has all of the pieces in place to be a true force in this field.
The successful candidate will have the opportunity to shape the business from the beginning and will be rewarded with an immediate share of the fund.
Please do not hesitate to contact willn@campbellnorth.co.uk to organise an initial discussion regarding the full details of the firm and opportunity on offer.
Industry beating hedge fund in the HFT space wants an established quant trader (at least 2 years of PNL history) to build a new business unit. Infrastructure in place for high frequency arbitrage on US and EU equities (trade life measured in microseconds).
Potential for building on existing infrastructure as needs require.
Candidate
Realised Sharpe Ratio greater than 3 over a two year period
MSc/PhD in a numerate discipline (Maths/Stats/Physics/Computer Science/Engineering)
Competent in at least one major programming language – Java/C++
Scope for operating as an independent trader, preferably you will want to build a team around you
Company
Award winning hedge fund with significant track record within HFT
Massive investments in technology - dedicated tech teams, exploring microwave technology
Membership of all major exchanges
No internal competition between trading groups
Shared services that can be used by any trading group on offer – quantitative researchers, back-testing facilities (with live trading data recorded over a decade), dedicated exchange connectivity teams, and more
Ownership of intellectual property on offer
Extremely competitive pay-out structure, % can increase with PNL figures
E-mail a CV and trading history to paul@campbellnorth.co.uk for more information, or call on 0203 006 3626 for a confidential discussion.
Our client is an extremely well backed ultra HFQ firm who are looking to build an exceptional team before launching in early 2013. They personally have an incredibly strong track record building some of Europe’s leading HFQ trading businesses and have a network within the sector that is second to none so the infrastructure and necessary contacts are first class.
They will be an ultra high frequency fund ie 10’s of 1000’s of trades per day, and although they want to be in the top 20 fastest firms out there they are very confident in their strategies and do not want/need to be involved in an arms race. They are therefore looking to hire people with a similar confidence and track record with their own strategies to build with them a highly profitable business.
The team behind the fund are well regarded and are privately funded by one of the partners so have the financial clout that is needed to be successful in this industry.
At this stage we are only looking to speak to people with a proven track record in the high frequency trading space. Successful candidates will have at least 2 years high frequency trading experience, the ability to adapt and innovate as required and strong C++ programming skills.
You will most likely already be working in a high frequency hedge fund or trading group and want to be a part of an organisation from the start and reap the true rewards that your hard work and strategies deserve.
This is an exceptional opportunity for a proven trader/researcher to join an organisation that has all of the pieces in place to be a true force in this field.
Please do not hesitate to apply to organise an initial discussion regarding the full details of the firm and opportunity on offer.
High performing proprietary trading firm requires exceptional analysts to join their established research team, Exceptional opportunity to kick start a career in systematic trading.
The role primarily involves discovering patterns in large, dirty and noisy data sets, using techniques such as time series analysis, probability theory and regression analysis. This data is then used to produce quantitative trading strategies that are executed through their world class infrastructure
You must come from an extremely strong academic background in mathematics, physics or computer science. A post-graduate degree in a highly quantitative subject (mathematics, statistics, computer science, physics or engineering) is desirable, as is a demonstrable interest in finance.
Numerical programming is an integral part of the role: experience in an object oriented language is very desirable.
All of the above is obviously important but what is absolutely key is a practical, hands-on ability to apply mathematical concepts to real world financial problems, to implement theoretical insights as working code, and the ability to work independently in a research environment.
If you have this raw talent, a genuine interest in finance and want to work with some of the industry's best then this is a fantastic place to start and develop an exceptional career.
In return you will receive market leading base salaries, generous performance related bonuses and the technical and research infrastructure you need to thrive.
