Quant Strat – Electronic Market Making / Statistical Arbitrage recruitment
Role:
Quantitative Strategist / Developer
Location:
Canary Wharf, London
Core Responsibilities:
- Design and develop the back testing platform and signal and strategy library
- Research and testing of intraday trading signals
- Back testing of index arbitrage and market making strategies
Essential skills, experience and qualifications:
- Significant hands-on experience in systematic high-frequency trading, ideally in ETF market making or index arbitrage.
- Excellent development skills: C++, Python.
- Experience and understanding of building quant trading and back-testing platforms.
- Excellent team work skills.
- MSc or PhD or equivalent degree in Mathematics, Statistics, Physics or Engineering.
Contact James Kennedy to Discuss
James.Kennedy@njfsearch.com
August 19, 2012
• Tags: Electronic Market Making, Hedge Funds careers in the UK, Quant Strat, Statistical Arbitrage recruitment • Posted in: Financial