Entry level, Quantitative Strategist / High Frequency Trading (MS, or PHD) – Capital Markets group – London recruitment
My client has one of the most successful high frequency algorithmic trading businesses in the market that combines: cutting edge quantitative models, and super low-latency execution, to generate superior returns.
Is this role you will work within a highly collaborative environment alongside senior strategists, and traders, and be exposed to the entire high-frequency trading life-cycle from; Idea generation, strategy development, back testing, and execution
The position will involve; quantitative research, software development, production analysis and improvement of existing quantitative trading strategies. The quantitative research work includes analysis with respect to financial and mathematical theory, creation of research plans, cleaning and processing of large data sets, performing modelling.
The right candidate should have:
Ph.D./MS in Mathematics, Statistics, Physics, Operations Research, Computer Science, Electrical Engineering or similar field, with exceptional academic results.
Very mature quantitative skills: Stochastic calculus/ processes, Multivariate Statistics, Optimization Theory, understanding algorithms, knowledge of how to handle large data sets etc
Strong programming skills; C++, Multi-Threaded programming, large-scale linear and non-linear programming.
Ph.D. and post-Ph.D. experience is valued
Motivation and interest to apply mathematical and scientific techniques to the trading and investment process
Ability to communicate complex ideas clearly and work well in a team environment
For: London
Please reply to rw@capitalchase.com all applicants are handled confidentially