Entry Level Quant Trading (PhD, Java, Data Analysis) – Leading High Frequency Trading Firm, London recruitment
High Frequency Trading is one of the most profitable and glamorous areas of the investment finance industry. Taking large sets of historical market data, strategists are charged with developing algorithmic models to predict market movements, take advantage of mispricing and automatically make trades. In recent years this has been amongst the most profitable areas of quantitative investing and as a result is a very attractive part of the industry to work in. My client is one of the leading names in this space and has a unique opportunity for a talented academic, or quant with up to a couple of years experience, to work alongside one of the firm’s partners on his automated trading strategies.
The ideal candidate will have a very strong academic background, with a PhD, from a leading university, in a quantitative subject that has provided exposure to analysis of large scale data sets – typically subjects such as Physics, Computer Science, Statistics etc. Furthermore they require candidates with experience of Java development – the more extensive the better. Candidates with up to a couple of years of industry experience will also be considered. The main responsibilities of the role will include data analysis, mining and cleaning, strategy backtesting and implementation and also research of trading models. The work is highly scientific in nature and the successful candidate will work alongside employees with similar academic backgrounds in a collaborative and academic environment.