High Frequency Quantitative Researcher – New York / London recruitment
My client is a leading (privately owned) high frequency trading company with an office in London and New York. The firm specialises in electronic market making and high frequency trading, (statistical arbitrage, pure arbitrage and relative value) on most liquid products including commodity futures, equity futures (single stock and index), fixed income futures, FX (futures and spot), cash equities, ETF’s. The culture is collaborative, bonuses are paid quarterly, latency is measured in microseconds and the firm is collocated to all major exchanges. It's an excellent platform with high quality colleagues.
Opportunity for:
Experienced Quantitative Researcher (New York / London)
- This role will involve: researching / developing short term price prediction algorithms, market maker and take out strategies, researching data, identification of correlations in the micro-structure, Identify arbitrage, relative value and statistical signals, optimising high frequency systems and back-testing strategies on different data to scale strategy on compatible markets.
- Requires: Prior experience (1-2+ years) developing high frequency strategies within a leading firm. Strong statistical probability (R / Matlab). Ability to work with large sets of raw data (10-20 gigabytes with millions of lines). Ability to extract data with Python and write scripts. Advanced education (Masters / Ph.D.) Ability to work in collaboration with colleagues.
Experienced High Frequency Trader (London / New York)
- The role will involve: conducting microstructure research, calibration and optimisation of trading strategies based on market conditions, collaboration with quant research and development teams on trading strategy idea generation through to implementation.
- Requires: (1-2+ years) Prior experience trading high frequency strategies within a leading firm, advanced mathematical skills, quick thinking, market savvy, strong knowledge of a particular asset class, bachelors / masters. Matlab.
Contact: James Kennedy - NJF Quant Trading Group
J.kennedy@njfsearch.com
