High Frequency Quantitative Researcher – London / Chicago recruitment
My client is one of the most profitable high frequency trading firms in the world. Engaging team work and cutting edge technology are the key elements they believe will lead to the success in high frequency trading business. As a high frequency quantitative researcher, you will be working closely with senior traders to research new signals, as well as developing trading strategies. Proven successful strategies will be scaled up and applied to trade in the global market. My client trades high frequency and ultra high frequency strategies across all liquid classes. It is a great opportunity for someone with ambition to step up as a trader, taking full control of their strategies in a top systematic trading environment.
Essential Requirements:
- At least 3 years experience in quantitative research field, familiar with tick data research
- Good exposure to high frequency statistical arbitrage or electronic market making strategies
- Strong statistical and linear algebra modeling skills
- Must have solid C++ programming skills, familiar with linux environment
- PhD or MSC degree from tier one university with quant subject focus is essential (computer science, applied math, apply physics, machine learning etc.)
- Enjoy challenging trading environment and solving complex problems
