Innovative team looking for proven Quantitative Researchers recruitment
This instiution is international, with a total of around 200 people between here and the USA. The team is responsible for researching and producing microstructure driven alpha signals and strategies for European equities and futures trading. The London office is responsible for running all of their European effort, and is currently at under 10 Researchers, looking to expand over the next 12 months.
You will be working with large tick datasets, development of high volume strategies and design of sound and robust backtesters/simulators with a mathematical/AI insight into combining various different alpha signals for design of robust strategies.
This is an exceptional opportunity for an experienced and proven Quantitative Researcher to join an infant and close knit team as part of a growing organisation, that is already exceptionally established and high performing in the USA.
Numerical programming is an integral part of the role: experience in an object oriented language is very desirable, preferably C++. What is essential is a background in high frequency research, and the drive to succeed with the right the balance of cutting edge technology and research.
This role is only one of many vacancies within the Front Office Quant Systematic Trading space that we are currently handling at Huxley Associates. If you feel that this role may not be exactly what you are looking for, please ask for Emily Organ on 0207 469 5055 for further information on similar roles. Equally, if you do know anyone who may be appropriate for this role, please do not hesitate to forward this on.
To find out more about Huxley Associates please visit www.huxley.com
