Electronic Market Making Quant Researcher
JOB DESCRIPTION-
The crème del la crème of Quantitative Researchers is needed for one of the most sought after and successful funds last year to develop alpha generating models that significantly contribute to the group’s performance. This electronic market making group trades across all futures of Equity, FX, and Fixed Income and has built on its success year on year to the point where they are making a concerted push this year to increase their market share.
The idea candidate will join the London office, and have experience with developing intraday electronic market making strategies across any single or multiple asset class. An excellent academic background with a PhD/MSc from a top University is a must for this exclusive group, along with a number of years experience. Once within this role, the individual will be allowed to grow and explore new ideas and opportunities as they see fit with the support and backing of one of the best market makers around.
Requirements
- Machine Learning
- Comfortable with analyzing large noisy data sets or Tick data
- C++ / R programming skills.
- Able to design profitable trading models and implement the overall strategies at a high level
- Superb problem solving skills;
- Willing to learn the intricacies of a world-class market making trading floor environment and know how to contribute in a meaningful manner.
- Strong interpersonal communication skills and with ability to communicate with all other areas of the group
- Over four years experience
- PhD or Master’s
In Summary – My client requires a High Frequency / Electronic Market Making Quant Researcher/ Systematic Analyst / Intraday Quant Analyst for a prop group / high frequency hedge fund/ Market Maker to developing strategies / models / trading signals to trade electronically / systematically across equities / FX / Fixed Income or Interest Rates or Commodity Futures. Required for this is programming skills in C++ / Java or R with a Master’s / MSc / PhD in Mathematics / Computer Science / Physics / Quantitative Finance / Electrical Engineering and experience in Stochastic Control / Signal Processing / Quantitative Finance and SQL with machine learning being a bonus.
Although preferable, we do not require a CV, please feel free to get in touch regarding this role to talk to a member of the team to discuss this role. For more current openings with our clients, please see www.g-q-r.com/vacancies
We welcome speculative and tentative applications roles and others of a similar nature that we may have available on our books.
6. Applying: jobs@gqrgm.com
Contact: James Friend on +44 (0) 203 141 8000
VISIT US | www.g-q-r.com/vacancies
While a resume is preferable we also welcome tentative enquiries from well-qualified persons. To speak with an agent please contact one of our regional offices using the contact details listed below. Utmost confidentiality and discretion is assured.
LOS ANGELES | 1.310.807.5025
10877 Wilshire Boulevard, Los Angeles, CA 90024 | Office Hours: 6.00-21.00 PDT
NEW YORK | 1.212.763.8333
1325 Sixth Avenue, New York, NY 10173 | Office Hours: 9.00-21.00 EDT
LONDON | 0203.141.8000
Westminster Tower, London, SE1 7SP | Office Hours: 8.00-20.00 GMT
HONG KONG | 852.3678.6738
2 Exchange Square, 8 Connaught Place, Central | Office Hours: 9.00-21.00 HKT
VISIT US | www.g-q-r.com | www.g-t-r.com | www.gqrgm.com
GQR Global Markets
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