High Frequency Equity/ETF Quant Researcher Required – NYC recruitment
With offices in New York and London, my client specialises in running algorithmic trading strategies across asset classes on an intraday, high frequency time frame. They trade automated strategies making use of their peerless low-latency trading platform, offering their quants and traders a genuine advantage over much of the competition. Continued success has led to the requirement for them to add a Quantitative Researcher to their London team with experience in either Equities and/or ETFs.
My client operates their business along three clearly defined areas of responsibility – Quantitative Research, Technology and Trading. Whilst the traders are responsible for managing the strategies risk and the technologists for platform development and strategy implementation, the most important part of their investment method is the quantitative researchers who provide the backbone of the investment process. Their quants apply advanced mathematical and statistical techniques to large sets of tick data to develop innovative trading strategies.
Duties and Responsibilities
- Cleaning Tick Level Equity/ETF data
- Analysing data to create intraday trading strategies (either liquidity provision or taking)
- Back-testing trading strategies
- Working with developers to implement strategies
- Collaborating with traders to improve and optimize strategies and execution algorithms
Required Skills and Experience
- 2+ years experience at a high frequency trading desk in a trading-related role is required
- PhD in quantitative field is required (EE, math, physics, stats/econometrics, bioimformatics, cs, scientific computing)
- Hands on experience in researching and developing high frequency trading strategies is needed; successful trading record is preferred
- Strong experience in studying large scale data and building statistical models
- Programming skills in researching and developing; proficient in using R/Malab, C++
- Significant experience with Python scripting required
- Strong quantitative analytic skills with creative and critical thinking ability.
- Strong communication skills and team player