Equity Quant Research Analyst recruitment
My client is a leading Global Multi-strategy Hedge Fund seeking a Quant Research Analyst to join a collegiate, research-centric team that is responsible for developing and trading Equities and Futures Quant Driven systematic trading strategies.
Working alongside a team of experienced Quant Traders and esteemed PhD's, you will research and develop ways to improve current execution strategies and create new quantitative execution algorithms to improve the performance of existing and new trading systems.
You will develop and implement software used in the internal high frequency trading engine and research and develop smart execution strategies that reduce costs/slippage. You will also be responsible for maintaining statistical and data monitoring processes, as well as collecting, analysing and reporting of trade analytics. It is expected that you make recommendations that will improve performance and reduce risk.
Requirements
Experience of Algorithmic trading (Equities, Futures, Cash FX)
Exposure to high frequency Trading Systems Platform Development
Strong hands on C++, STL, shell scripting, multithreaded programming
Exposure to market data
Thorough understanding of market microstructure for exchange based instruments
Experience with data analysis and mathematical modelling tools such as Matlab and R