Junior High Freq Quant needed for Systematic Trading
My client is a top international Hedge Fund who are looking to add a Junior Quantitative Analyst to their London-based High Frequency Quant Research team. The successful candidate will work closely with the Senior researchers on developing, implementing and improving trading strategies for High Frequency Systematic Equities
Duties and Responsibilities
- Conduct research and statistical analyses of equity securities
- Develop core algorithms and models leading directly to trading decisions
- Assist in the research and development of trading framework and strategies
- Maintain and improve existing trading strategies and assist in the development and deployment of new trading strategies
Qualifications
- Solid training in computer science, economics, engineering, finance, mathematics, operations research, physics, statistics or a related field
- Previous exposure to a quantitative role within a trading environment is a plus
- Strong coding skills (C/C++), familiarity with one or more statistical packages (e.g. R and Matlab ) and exposure to one or more scripting languages (e.g. bash, PERL, etc.)
- Strong mathematical and/or statistical modeling skills, both time-series and cross-sectional skills are highly valued
- Comfortable in a complex, demanding and highly technical environment
- Demonstrated empirical skill; comfortable with analysis of large datasets
Education
- Degree in computer science, economics, engineering, finance, mathematics, operations research, physics, statistics or related fields with demonstrated ability to complete high-level, investments related research
To find out more about Huxley Associates, please visit www.huxley.com
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