Entry Level Quant Researcher recruitment

Our client has established themselves as one of the leading players within the high frequency trading space. They have a strong European presence and are in the process of expanding their quantitative research team in London. This is an exciting opportunity for a recent PhD to join a well-known high frequency trading firm that has been an industry leader for a number of years. My client is seeking an entry level quant researcher to join their highly profitable team to work collaboratively on developing high frequency trading strategies. The firm has a reputation for being an excellent platform for graduates to start their careers.

High Frequency trading is well known as being one of the most profitable areas of banking and finance. Despite recent market conditions, many high frequency trading firms remain extremely profitable. My client is looking for the brightest individuals from leading universities across Europe. They are looking for individuals with skills in time-series analysis, linear regression, binomial indicators and more generally analysis of large sets of real-world data, so as to develop algorithms that can capitalise on predicting market movements.

The ideal candidate will have:

• A PhD in a Quantitative subject such as Computer Science, Mathematics, Machine Learning, Physics or Statistics from a leading university

• Exceptional programming capabilities (such as C++, Java, Python or Perl)

• Highly numerate with an ability to think outside of the box

• Ideally knowledge of the financial markets (not a prerequisite)

This is an opportunity to work alongside some extraordinary people, whilst being paid exceptionally well. If you would like to explore the opportunity further and/or have any questions about the role or my client please call me on 02072576211 or contact me by email on raj.patel@njfsearch.com