EU Cash Equity Crossing Engine / Internalisation 001 recruitment
The plan is to match cash equity and derivative orders internally using an automated crossing engine. The dark pool will then be used for central risk management / systematic prop trading and inventory management.
Part of the role will involve developing the order-flow system, determining rules to optimise flow crossing and building the strategies used to automatically manage and hedge risk at a portfolio level in real time.
Later the role will involve developing systematic proprietary trading strategies based on statistical arbitrage, order-book research, pattern recognition, news flow analysis, alpha capture etc.
Order flow optimisation, internalisation / matching / crossing of orders, automated hedging, risk optimisation, machine learning skills would be useful.
In addition, experience in the RD of proprietary “data driven” trading strategies including intraday and overnight will be highly desired.