Equities and/or FX Black Box Trader Required for leading Buy Side Organisation – up to £220k base + generous PnL + package – London or Chicago recruitment
Having completed a number of successful mandates in the systematic space, I have been retained by a Tier One Buy side institution to source experienced Algo Quant Traders to join their team.
This is a rapidly expanding, well established Hedge Fund with a large amount of capital to invest in the right people. They are looking to expand extensively in the coming months, and I have been tasked to initially find experienced Systematic Traders with a proven track record to join their team.
They are currently trading FX and Equities, and have excellent connectivity to the relevant exchanges and banks. They are a fair organisation, and their desk costs are very low. They also will pay a strong base for the right individual. They want someone that can bring their existing strategies and really hit the ground running and start making alpha. You will have access to all the facilities that you need, including a Chicago-NYC spread line. The role can be based out of London or Chicago.
They are open to people from smaller organisations that have good strategies and want to increase the amount capital they have to play with. They are also looking for people from top tier organisations on both the buy and sell side. Prop traders from Tier One banks are also very suitable and desirable to my client
They are open to academic background, the work experience is most important. They are a successful group, and they are looking for the right organisational fit and someone that is looking to grow with a successful, profitable company. They do not want people that are looking for a quick gain and move roles frequently.
In return for this there will be a generous base salary and an even more generous percentage of PnL. They are open to individuals at different levels in their career, and thus base salaries are flexible and to be determined by the specific individual.
To apply, please send a copy of your CV to edwardb@montash.com or call +44 207 749 6066 for more details. All conversations and applications will be treated in the strictest confidence.
This is just one of the many roles I am currently working on, so if you would like information about the other positions please send your CV through and I will call you to discuss.
Quant dev, quant developer, library, pricing, risk maths, physics, quantitative, C++, FX, Equities, Credit, C++, library management, software development, Quant dev, quant developer, library, pricing, risk maths, physics, quantitative, C++, FX, Equities, Credit, C++, library management, software development, Quant dev, quant developer, library, pricing, risk maths, physics, quantitative, C++, FX, Equities, Credit, C++, library management, software development, Quant dev, quant developer, library, pricing, risk maths, physics, quantitative, C++, FX, Equities, Credit, C++, library management, software development, Quant dev, quant developer, library, pricing, risk maths, physics, quantitative, C++, FX, Equities, Credit, C++, library management, software development, Quant dev, quant developer, library, pricing, risk maths, physics, quantitative, C++, FX, Equities, Credit, C++, library management, software development, Quant dev, quant developer, library, pricing, risk maths, physics, quantitative, C++, FX, Equities, Credit, C++, library management, software development, Quant dev, quant developer, library, pricing, risk maths, physics, quantitative, C++, FX, Equities, Credit, C++, library management, software development, Quant dev, quant developer, library, pricing, risk maths, physics, quantitative, C++, FX, Equities, Credit, C++, library management, software development, Quant dev, quant developer, library, pricing, risk maths, physics, quantitative, C++, FX, Equities, Credit, C++, library management, software development, Quant dev, quant developer, library, pricing, risk maths, physics, quantitative, C++, FX, Equities, Credit, C++, library management, software development, Quant dev, quant developer, library, pricing, risk maths, physics, quantitative, C++, FX, Equities, Credit, C++, library management, software development, Quant dev, quant developer, library, pricing, risk maths, physics, quantitative, C++, FX, Equities, Credit, C++, library management, software development, Quant dev, quant developer, library, pricing, risk maths, physics, quantitative, C++, FX, Equities, Credit, C++, library management, software development, Quant dev, quant developer, library, pricing, risk maths, physics, quantitative, C++, FX, Equities, Credit, C++, library management, software development, Quant dev, quant developer, library, pricing, risk maths, physics, quantitative, C++, FX, Equities, Credit, C++, library management, software development, Quant dev, quant developer, library, pricing, risk maths, physics, quantitative, C++, FX, Equities, Credit, C++, library management, software development, Quant dev, quant developer, library, pricing, risk maths, physics, quantitative, C++, FX, Equities, Credit, C++, library management, software development, Quant dev, quant developer, library, pricing, risk maths, physics, quantitative, C++, FX, Equities, Credit, C++, library management, software development, Quant dev, quant developer, library, pricing, risk maths, physics, quantitative, C++, FX, Equities, Credit, C++, library management, software development, Quant dev, quant developer, library, pricing, risk maths, physics, quantitative, C++, FX, Equities, Credit, C++, library management, software development, Quant dev, quant developer, library, pricing, risk maths, physics, quantitative, C++, FX, Equities, Credit, C++, library management, software development, Quant dev, quant developer, library, pricing, risk maths, physics, quantitative, C++, FX, Equities, Credit, C++, library management, software development, Quant dev, quant developer, library, pricing, risk maths, physics, quantitative, C++, FX, Equities, Credit, C++, library management, software development