Leading Australia Hedge Fund Hiring High Frequency Quant Trading Strategists-$Competitive recruitment
Role:-
As a researcher in the firm, you will work in a close knit team of other researchers and the founder in enhancing existing and developing new trading systems.
Requirements:-
Candidates should have a PhD in Maths, Engineering, Physics, Computer Science.. Suitably qualified individuals from other disciplines are also encouraged to apply, especially where they may have developed a passion for market microstructure modelling and automated trading systems.
You should be able to demonstrate:-
An advanced understanding of market microstructure in one or more of equities, FX or Futures.
An excellent understanding of risk and approaches to risk control.
Considerable experience in the analysis and modelling of tick data.
Comprehensive knowledge of methods for evaluating, back-testing and optimising trading strategies and portfolios of strategies.
Insights into market impact effects and the scaling of HF trading systems.
Strong C++
You should have 3+ years experience in the HF field and have previously worked in a bank, systematic hedge fund or proprietary trading firm.