Algo Quant (Equity) Required by Top Tier Investment Bank, London recruitment

 My client is one of the world’s leading investment banks. Due to continued growth of their business in this area, they have a requirement for a quantitative researcher to join their equity algo trading team in London. The equity algo team fits into their larger quant business, which covers foreign exchange, interest rate, equities, credit, and energy - and all regions (with over 140 front office quants in total). The team is responsible for all algo quant research (i.e. agency algorithmic strategies, SOR, trading analytics, portfolio construction and risk analytics, inventory management internalisation). This represents one of the business key revenue streams.

They are looking for a candidate who will be able to hit the ground running and instantly contribute to their algo strategy development for the EMEA region – both improving existing products as well as creating new algorithms from scratch. In addition the successful candidate will have regular contact with the team’s counterparts in other regions with the potential for overseas travel (and potential relocation in the future if desirable).

Core Responsibilities:

-Market microstructure research

-Research, testing and development of various algorithmic trading components

-Redevelopment of our current algorithm suite and development of new algorithms

-Models and strategies documentation and marketing

Essential skills, experience and qualifications:

-Excellent understanding of market microstructure

-Extensive experience with tick by tick data research

-Experience in research development of agency algorithmic strategies/SOR

-Excellent Java, Matlab etc

-Good communication skills

-An MSc or PhD or equivalent degree in Mathematics, Statistics, Physics or Engineering

This is an opportunity to join a burgeoning business area, in a stable and business critical group, with a leading name in the investment finance industry.

For more information please call Will on +44 207 257 6207, apply through the site or send me a direct email at w.murday@njfsearch.com.