Quantitative Trader (Entry Level) recruitment
I have 3 exceptional opportunities for young talented computational mathematicians, Statisticians, Astrophysicists,science academics interested in trading. A new team is being setup in the UK by one of the most profitable technology-based proprietary trading firms based in the US. The position will involve building and back-testing new trading strategies through rigorous quantitative analysis of tick-level financial data. There is unlimited growth potential with the role, and you will be guided and supported by a successful business head with vast experience in trading.
Role Requirements:
- Demonstrate capacity to collect, sanitise, and analyse large data sets (the run into millions of rows, with hundreds of columns)
- Design and backtest systems for testing hypothesis on the data sets
- Proficient in using OO C++, on a Linux platform
- Proficient in using R for statistical packaging purposes
- Strong statistics, stochastic simulations and numerical algebra modeling skills
Desirables:
- Experience with Hadoop/hdf5 datasets
- Experience in designing quantitative analytics systems from scratch
- Internships within a mid/high frequency trading environment
The environment will be dynamic, fast paced with intense brainstorming sessions, debates and idea generation. It will be a collaborative, no ego environment with a constant thirst for solving complex problems. The career potential is unrivalled, and you will quickly have PnL related responsibility and subsequently earn extremely rewarding compensation.
To apply and hear more about this world class opportunity please mail me your resume to m.sharp@westbourne-partners.com or contact me directly on +44 (0) 7919 493 332