PhD Algorithmic Quants/ programmers- Investment Bank- London City-£250K recruitment
They have built out a robust technology infrastructure and have access to huge amounts of data to aid your research and model development. Your role will involve leveraging the existing execution platform and activity to research, develop and deploy independently profitable micro alpha strategies.
Requirements:-
The successful candidate will have at least 2 years experience as an algorithmic quant/ programmer across any asset class. You will have strong knowledge of market microstructure and will be an excellent C++ or Java programmer with specific experience of working on Latency sensitive systems.
Between 2-5 years experience in the research, innovation and C++ implementation of execution algorithms for at least one of the following asset classes: cash equity; equity options, FX and or Futures. Multi asset experience is highly desirable.
Ability to liaise with the wider business, quantitative traders and create value.
Strong OO programming skills in C++, Java, C#, large scale systems design
Preferably educated to PhD level, my client is interested in speaking with candidates who have a scientific, quantitative background.
Please send a Word CV to Sara Hunter at quants@ekafinance.com