High Frequency Market Making Quant, FX, global Investment Bank, London, £Above Market recruitment
A significant portion of their continuing success is linked to the strength of their research, analysis and technology. The team members continue to innovate, enhance and optimise a world class trading platform and the suite of strategies on offer to clients.
As a member of the team, you will contribute to this ongoing pursuit of success. You will focus on the full life-cycle research, development and deployment of high frequency FX focused algorithmic trading strategies and trading systems.
This is a significant growth opportunity for a strong quantitative researcher. It is a genuine opportunity for the right individual to accelerate their career growth.
Your profile:
• A PhD in a quantitative discipline such as Mathematics, Computer Science, or Physics from an elite institution.
• Between 2-4 years experience in the research and deployment of quantitative strategies in the High Frequency FX asset class.
• Exposure in a front office facing algo desk or on either a trade research orientated market making desk.
• Robust hands on technology skills in Java, C++, Java, VBA etc.
• The ability to communicate to non-quants.
• Team player, happy to work in a collegiate environment.
Contact:
If you find this role of interest, please contact Chris Kidd at +44 (0)20 3178 5678 or via email on apply@mavenalpha.com quoting the reference CRKD.