Event Driven Statistical arbitrage trader – Cash Equities
KEY WORDS:- High Frequency trading, research, tick data, black box, ultra high frequency, market microstructure, systematic, equities, prop trading, event driven, algorithmic trading, statistical arbitrage, stat arb, Sharpe ratio, quantitative trading.
A leading Equities prop trading firm is looking to grow their quantitative trading team and as a result is searching for an individual with experience across event driven statistical arbitrage strategies.
The team have offices across Asia therefore are able to add in either Hong Kong or Seoul.
The firm are a well known and successful prop trading firm across medium – high frequency strategies and therefore have some exceptional and cutting edge technology not found in competing firms.
You will be joining an existing team with a solid track record and will be rewarded in line with performance. This is a great opportunity to join a small team which has a long history of making money.
You should have experience:-
ü Producing Cash equity trading strategies
ü Creating statistical arbitrage strategies with a good Sharpe ratio
ü Within mathematics, statistics and data mining (linear and non-linear regression analysis)
ü Working with large datasets of historical price data
ü Bachelors or Masters degree in Mathematics, Statistics, Computer Science or Engineering.
ü Solid programming experience SAS/R/SPlus/C#/C++/Java,
In order to apply you should have strong quantitative and technical skills to build, develop and implement Higher Frequency trading strategies
The traders have an in-depth understanding of different trading strategies and system design therefore You should have the ability to collaborate intensively with other team members.
Previous experience from a top quant trading firm is essential as is experience within event driven strategies.
The ideal candidate will demonstrate motivation and resourcefulness in quickly solving challenging problems through the creative application of technology.
KEY WORDS:- High Frequency trading, research, tick data, black box, ultra high frequency, market microstructure, systematic, equities, prop trading, event driven, algorithmic trading, statistical arbitrage, stat arb, Sharpe ratio, quantitative trading.
Please apply directly to apply.a33hoj18dx@selbyjennings.aptrack.co.uk or visit our website at www.selbyjennings.com - All CV’s must be sent in word format.
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